LIBROS DEL AUTOR: bjorn schmolck

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  • Omitted Variable Tests and Dynamic Specification
    Björn Schmolck
    This book deals with the omitted variable tests for a multivariate time-series regression model. What are the consequences of testing for the omission of a variable when the model is dynamically misspecified? What is the small sample bias of the omitted variable test when the model dynamics is correctly specificfied? The answers to these questions are...
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