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| Author: | Dufour, J.-M. Jasiak, J. |
| Title: | Finite sample limited information inference methods for structural equations and models with generated regressors |
| Journal: | International Economic Review
2001 : AUG, VOL. 42:3, p. 815-843 |
| Index terms: | Econometric models Statistical methods Regression analysis |
| Language: | eng |
| Abstract: | A frequent problem in econometrics and statistics consists in making inferences on models which contain unobserved explanatory variables, such as expectational or latent variables. This artice treats these issues from a finite sample perspective and proposes finite sample tests and confidence sets for models with unobserved and generated regressors. |
SCIMA