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Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand
Chang, I-Lok; Swamy, P.A.V.B.; Wisam, Yaghi - Society for Computational Economics - SCE - 2005
We emphasize using our solutions to the problems of omitted variables, measurement errors, and unknown functional forms to improve model specification, and to estimate the mean square error of an empirical best linear unbiased predictor of an individual drawing of the dependent variable of an...
Persistent link: https://www.econbiz.de/10005345062
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How stable are monetary policy rules: Estimating the time-varying coefficients in a monetary policy reaction function for the U.S.
Chang, I-Lok; Swamy, P.A.V.B.; Tavlas, George S. - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345739
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A Method of Correcting for Omitted-Variables and Measurement-Errors Bias in Panel Data
Swamy, P.A.V.B.; Chang, I-Lok - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706590