Misspecification and the small sample properties of econometric estimators

V. Kerry Smith, Peter D. Loeb

Research output: Contribution to journalArticle

Abstract

The authors are Research Associate at Resources for the Future Inc, and Assistant Professor at Rutgers University respectively. They would like to acknowledge the support of the Computer Center of Rutgers University. Thanks are due M. H. Peston and an anonymous referee for helpful comments on an earlier draft.

Original languageEnglish (US)
Pages (from-to)167-179
Number of pages13
JournalApplied Economics
Volume5
Issue number3
DOIs
StatePublished - Sep 1 1973
Externally publishedYes

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Draft
Estimator
Misspecification
Referees
Small sample properties
Resources
Econometrics

ASJC Scopus subject areas

  • Economics and Econometrics

Cite this

Misspecification and the small sample properties of econometric estimators. / Smith, V. Kerry; Loeb, Peter D.

In: Applied Economics, Vol. 5, No. 3, 01.09.1973, p. 167-179.

Research output: Contribution to journalArticle

Smith, V. Kerry ; Loeb, Peter D. / Misspecification and the small sample properties of econometric estimators. In: Applied Economics. 1973 ; Vol. 5, No. 3. pp. 167-179.
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