A Reappraisal of Misspecified Econometric Models
本文是1994年Cowles基金会Tjalling Koopmans讲座的讲稿,通过10个故事展示了如何处理模型错误设定问题,以及错误设定模型如何在推断过程中发挥积极作用。
This paper is the text of the 1994 Tjalling Koopmans Lecture of the Cowles Foundation. The aim of this lecture was to survey the roles of misspecified models in econometrics. Through 10 stories we show how the misspecifipation problems can be dealt with and how misspecified models can play a positive role in inference processes.