A reappraisal of misspecified econometric models

被引：16

作者：

Monfort, A

机构：

来源：

ECONOMETRIC THEORY | 1996年 / 12卷 / 04期

关键词：

D O I：

10.1017/S0266466600006952

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper is the text of the 1994 Tjalling Koopmans Lecture of the Cowles Foundation. The aim of this lecture was to survey the roles of misspecified models in econometrics. Through 10 stories we show how the misspecification problems can be dealt with and how misspecified models can play a positive role in inference processes.

引用

页码：597 / 619

页数：23

共 21 条

[1]

[Anonymous], 1993, J APPL ECONOMETRICS

[2]

BROZE L, 1993, 9313 U BRUX

[3] SIMULATED MOMENTS ESTIMATION OF MARKOV-MODELS OF ASSET PRICES [J].