D. O’NEILL; SWEETMAN, O.; GAER, D. VAN DE - Faculteit Economie en Bedrijfskunde, Universiteit Gent - 2002
We analyze the consequences of three types of specification error for conditional distribution functions F (y|a): measurement error in y, measurement error in a and omitted conditioning variables. The paper uses exact results to obtain conditions under which the effect of the misspecification on...