The Resource Maximum likelihood estimation of misspecified models : twenty years later, edited by Tom Fomby, R. Carter Hill

Maximum likelihood estimation of misspecified models : twenty years later, edited by Tom Fomby, R. Carter Hill

Label
Maximum likelihood estimation of misspecified models : twenty years later
Title
Maximum likelihood estimation of misspecified models
Title remainder
twenty years later
Statement of responsibility
edited by Tom Fomby, R. Carter Hill
Contributor
Subject
Language
eng
Summary
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
Member of
Cataloging source
N$T
Dewey number
330.015195
Illustrations
illustrations
Index
no index present
LC call number
HB139
LC item number
.M397 2003eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Advances in econometrics,
Series volume
v. 17
Label
Maximum likelihood estimation of misspecified models : twenty years later, edited by Tom Fomby, R. Carter Hill
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Control code
ocn173298731
Dimensions
unknown
Edition
1st ed
Extent
1 online resource (xiii, 249 pages)
File format
unknown
Form of item
online
Isbn
9781849502535
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
Quality assurance targets
not applicable
http://library.link/vocab/recordID
.b35055613
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)173298731
  • emerald0080547427

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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