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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… Expand
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Related topics

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Least squares

Papers overview

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Highly Cited
2006
Highly Cited
2006
On The So-Called “Huber Sandwich Estimator” and “Robust Standard Errors”
The “Huber Sandwich Estimator” can be used to estimate the variance of the MLE when the underlying model is incorrect. If the… Expand
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Highly Cited
2004
Highly Cited
2004
Measuring Factor Adjustment Costs
I estimate adjustment costs for labor and capital from the Euler equations for factor demand. For both factors, I find relatively… Expand
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Highly Cited
2001
Highly Cited
2001
Defying the Odds: Initial Conditions, Reforms and Growth in the First Decade of Transition
This paper investigates the relative importance of three sets of factors - initial conditions, macroeconomic stabilisation and… Expand
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Highly Cited
2000
Highly Cited
2000
The Performance of ML, GLS, and WLS Estimation in Structural Equation Modeling Under Conditions of Misspecification and Nonnormality
This simulation study demonstrates how the choice of estimation method affects indexes of fit and parameter bias for different… Expand
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Highly Cited
1995
Highly Cited
1995
Business environment, operations strategy, and performance: An empirical study of Singapore manufacturers☆
Abstract Consideration of the task environment, those forces which are out of the short-run control of management, has been… Expand
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Highly Cited
1992
Highly Cited
1992
Inequality Constraints in the Univariate GARCH Model
To keep the conditional variances generated by the GARCH (p, q) model nonnegative, Bollerslev imposed nonnegativity constraints… Expand
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Highly Cited
1990
Highly Cited
1990
A Cooperative Problem Solving System for User Interface Design
Designing a user interface is an ill-defined problem making cooperative problem solving systems a promising approach to support… Expand
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Highly Cited
1989
Highly Cited
1989
Seminonparametric Estimation Of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
The extent to which specification error can explain rejection of the intertemporal capital asset pricing model is investigated… Expand
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Highly Cited
1989
Highly Cited
1989
TIME-VARYING LINEAR REGRESSION VIA FLEXIBLE LEAST SQUARES†
Abstract Suppose noisy observations obtained on a process are assumed to have been generated by a linear regression model with… Expand
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Highly Cited
1989
Highly Cited
1989
The Boundary Specification Problem in Network Analysis
An opto-electronic method and switching arrangement for scanning terrain profiles including geometrically and thermally high… Expand
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