Abstract
This chapter presents exercises on the effects of misspecifying the linear model and provides solutions to those exercises.
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References
Dufour, J. (1986). Bias of S 2 in linear regressions with dependent errors. The American Statistician, 40, 284–285.
Meng, X. & Xie, X. (2014). I got more data, my model is more refined, but my estimator is getting worse! Am I just dumb? Econometric Reviews, 33, 218–250.
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Zimmerman, D.L. (2020). Model Misspecification. In: Linear Model Theory. Springer, Cham. https://doi.org/10.1007/978-3-030-52074-8_12
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DOI: https://doi.org/10.1007/978-3-030-52074-8_12
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