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The Treatment Of Undersized Samples In Econometrics

In: Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications

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  • Kanta Marwah

    (Carleton University, Canada)

Abstract

The following sections are included:The Degrees of Freedom ProblemWays of Coping with Undersized SamplesDeletion of variablesPrincipal componentsRestricted reduced formsCausal orderingSome Practical ProblemsReferencesEditorial Note

Suggested Citation

  • Kanta Marwah, 1997. "The Treatment Of Undersized Samples In Econometrics," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 14, pages 267-284, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812830333_0014
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    Keywords

    Macroeconomics: Theory; Policy Formation; Reconsiderations; Macroeconometric Models: Methodology; Forecasting; Debate; Prospects; International Economics: Capital Flows; Exchange Rates; Expectations;
    All these keywords.

    JEL classification:

    • C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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