The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire
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References listed on IDEAS
- Cornelis A. Los, 1987. "Identification of a linear system from inexact data: a three variable example," Research Paper 8703, Federal Reserve Bank of New York.
- Los, Cornelis A., 1999.
"Galton's Error and the under-representation of systematic risk,"
Journal of Banking & Finance,
Elsevier, vol. 23(12), pages 1793-1829, December.
- Cornelis A. Los, 2004. "Galton's Error and the Under-Representation of Systematic Risk," Finance 0409041, University Library of Munich, Germany.
- R.E. Kalman & C.A. Los, 1987. "The prejudices of least squares, principal components and common factor schemes," Research Paper 8701, Federal Reserve Bank of New York.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cornelis Los, 2004. "Measuring the Degree of Efficiency of Financial Market," Finance 0411003, University Library of Munich, Germany.
More about this item
Keywordssystem identification; noisy data; regression analysis; projection; incompleteness; prejudice; bias;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2004-11-07 (Econometrics)
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