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Maximum likelihood estimation of misspecified models : twenty years later /
This volume is the result of an Advances in Econometrics conference held in November of 2002 at Louisiana State University in recognition of Halbert White's pioneering work published in Econometrica in 1980 and 1982 on robust variance-covariance estimation and quasi-maximum likelihood estimatio...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Boston :
Elsevier/JAI,
2003.
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| Edición: | 1st ed. |
| Colección: | Advances in econometrics ;
v. 17. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | This volume is the result of an Advances in Econometrics conference held in November of 2002 at Louisiana State University in recognition of Halbert White's pioneering work published in Econometrica in 1980 and 1982 on robust variance-covariance estimation and quasi-maximum likelihood estimation. It contains 11 papers on a range of related topics including the estimation of possibly misspecified error component and fixed effects panel models, estimation and inference in possibly misspecified quantile regression models, quasi-maximum likelihood estimation of linear regression models with bound. |
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| Descripción Física: | 1 online resource (xiii, 249 pages) : illustrations |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9780080547428 0080547427 9781849502535 1849502536 1281028126 9781281028129 9786611028121 6611028129 |
| ISSN: | 0731-9053 ; |