Omitted Variable Tests and Dynamic Specification
An Application to Demand Homogeneity
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Beschreibung
Autor*in
Björn Schmolck
Themen in »Omitted Variable Tests and Dynamic Specification«
Covariance matrix Dynamic specification Estimator Homogeneity test Likelihood Monte Carlo simulation Multivariate regression Omitted variable test Robust Wald test Variance correlation
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Details
ISBN: 9783540673583
Verlag: Springer Berlin
Erscheinung: 13.07.2000