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Structural Parameter Estimation with Omitted Variables. ESRI Memorandum Series No. 37 1966(?)

Geary, R.C. (1966) Structural Parameter Estimation with Omitted Variables. ESRI Memorandum Series No. 37 1966(?). [Policy Paper]

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    Abstract

    The problem of specification bias arising out of the omission of relevant variables in econometric relationships has been considered by various writers, notably by Griliches (1957, 1961), by Theil (1957, 1958) and by Wold and Faxer (1957). Some of the discussion is in terms of autocorrelation of residuals, whilst alternatively the effect of correlation between regressors and omitted variables forming part of the residual has been examined.

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    Item Type: Policy Paper
    Subjects for non-EU documents: Countries > Ireland
    EU policies and themes > Policies & related activities > economic and financial affairs > general
    Subjects for EU documents: UNSPECIFIED
    EU Series and Periodicals: UNSPECIFIED
    EU Annual Reports: UNSPECIFIED
    Series: Series > Economic and Social Research Institute (ESRI), Dublin > ESRI Memorandum Series
    Depositing User: Alyssa McDonald
    Official EU Document: No
    Language: English
    Date Deposited: 14 Jul 2017 19:07
    Number of Pages: 8
    Last Modified: 14 Jul 2017 19:07
    URI: http://aei.pitt.edu/id/eprint/88150

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