Anurag Banerjee
| Date of Ph.D. defense: | December 17, 1997 |
| Title of thesis: | The Sensitivity of Estimates, Inferences and Forecasts of Linear Models |
| ISBN: | 90 5668 031 5 |
| Promotor: | Prof.dr. Jan Magnus |
Abstract:
Economic and econometric models are used as simple metaphors for the real economic
process. There are several reasons to study economic models - to justify some economic
theory, to get a mathematical model of the economy but mostly they are used to study a
particular feature or features of the real economy. When we are interested in estimating or
inferring only a particular feature of the economy, anything else in the model or the
estimation process is only important, as so far as it might influence the study of the desired
feature.
This thesis contains my study of sensitivity analysis of econometric models, within such framework.
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