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A Reappraisal of Misspecified Econometric Models

This paper is the text of the 1994 Tjalling Koopmans Lecture of the Cowles Foundation. The aim of this lecture was to survey the roles of misspecified models in econometrics. Through 10 stories we show how the misspecifipation problems can be dealt with and how misspecified models can play a positive role in inference processes.
Year of publication:
1996
Authors: Monfort, Alain
Published in:
Econometric Theory. - Cambridge University Press. - Vol. 12.1996, 04, p. 597-619
Publisher: Cambridge University Press
Description of contents: Abstract [journals.cambridge.org]
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005104588
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