When forming econometric models, those variables which cannot be observed or measured are often omitted.It can lead to the omitted variable bias in the estimation of model parameter OLS.

 
  • 摘要建立计量经济模型时,忽视那些难于量化或无法获得观测数据的解释变量是一种最常见的处理方法,但这可能造成模型参数OLS估计量的变量遗漏偏差。
今日热词
目录 附录 查词历史