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Specification (regression)

Known as: Specification (disambiguation), Specification error 
In regression analysis specification is the process of developing a regression model. This process consists of selecting an appropriate functional… 
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Papers overview

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Highly Cited
2006
Highly Cited
2006
The “Huber Sandwich Estimator” can be used to estimate the variance of the MLE when the underlying model is incorrect. If the… 
Review
2006
Review
2006
Forecasters commonly predict real gross domestic product growth from monthly indicators such as industrial production, retail… 
Highly Cited
2004
Highly Cited
2004
I estimate adjustment costs for labor and capital from the Euler equations for factor demand. For both factors, I find relatively… 
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Highly Cited
2001
Highly Cited
2001
This paper investigates the relative importance of three sets of factors - initial conditions, macroeconomic stabilisation and… 
Highly Cited
2000
Highly Cited
2000
This simulation study demonstrates how the choice of estimation method affects indexes of fit and parameter bias for different… 
Review
1999
Review
1999
The purpose of this volume is to sort through the research evidence on mortgage lending discrimination, in order to provide… 
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Highly Cited
1995
Highly Cited
1995
Abstract Consideration of the task environment, those forces which are out of the short-run control of management, has been… 
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Highly Cited
1992
Highly Cited
1992
To keep the conditional variances generated by the GARCH (p, q) model nonnegative, Bollerslev imposed nonnegativity constraints… 
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Highly Cited
1990
Highly Cited
1990
Designing a user interface is an ill-defined problem making cooperative problem solving systems a promising approach to support… 
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Highly Cited
1989
Highly Cited
1989
The extent to which specification error can explain rejection of the intertemporal capital asset pricing model is investigated… 
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