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| Tekijä: | Dufour, J.-M. Jasiak, J. |
| Otsikko: | Finite sample limited information inference methods for structural equations and models with generated regressors |
| Lehti: | International Economic Review
2001 : AUG, VOL. 42:3, p. 815-843 |
| Asiasana: | Econometric models Statistical methods Regression analysis |
| Kieli: | eng |
| Tiivistelmä: | 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. |
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