OMISSION OF RELEVANT EXPLANATORY VARIABLES IN SUR MODELS: OBTAINING THE BIAS USING A TRANSFORMATION
Green, Richard
1989

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Abstract

This paper obtains an expression of the bias when relevant explanatory variables are omitted in SUR models. A simple demand system is provided to illustrate the direction of the bias terms when a variable is omitted.

Details

Title OMISSION OF RELEVANT EXPLANATORY VARIABLES IN SUR MODELS: OBTAINING THE BIAS USING A TRANSFORMATION
Author(s) Green, Richard
Subject(s)
Issue Date 1989
Publication Type Working or Discussion Paper
DOI and Other Identifiers 10.22004/ag.econ.225828
Record Identifier https://ageconsearch.umn.edu/record/225828
PURL Identifier http://purl.umn.edu/225828
Total Pages 9
Series Statement 89-17
Record Appears in University of California, Davis > Department of Agricultural and Resource Economics > UC Davis ARE Working Papers
Giannini Foundation Digital Library

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