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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 |
|---|---|
| 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 |
Tabla de Contenidos:
- Comparative study of pure and pretest estimators for a possibly misspecified two-way error component model / Badi H. Baltagi, Georges Bresson, Alain Pirotte
- Estimation, inference, and specification testing for possibly misspecified quantile regression / Tae-Hwan Kim, Halbert White
- Quasimaximum likelihood estimation with bounded symmetric errors / Douglas Miller, James Eales, Paul Preckel
- Consistent quasi-maximum likelihood estimation with limited information / Douglas Miller, Sang-Hak Lee
- An examination of the sign and volatility switching arch models under alternative distributional assumptions / Mohamed F. Omran, Florin Avram
- estimating a linear exponential density when the weighting matrix and mean parameter vector are functionally related / Chor-yiu Sin
- Testing in GMM models without truncation / Timothy J. Vogelsang
- Bayesian analysis of misspecified models with fixed effects / Tiemen Woutersen
- Tests of common deterministic trend slopes applied to quarterly global temperature data / Thomas B. Fomby, Timothy J. Vogelsang
- The sandwich estimate of variance / James W. Hardin
- Test statistics and critical values in selectivity models / R. Carter Hill, Lee C. Adkins, Keith A. Bender
- Introduction / Thomas B Fomby, R. Carter Hill.