![Maximum likelihood estimation of misspecified models [electornic resources] twenty years later edited by Tom Fomby, R. Carter Hill.](https://cdnec.sanmin.com.tw/product_images/076/076231075.jpg)
Maximum likelihood estimation of misspecified models [electornic resources] twenty years later edited by Tom Fomby, R. Carter Hill.
- 其他作者:
- 出版: Amsterdam : Elsevier/JAI 2003.
- 叢書名: Advances in econometrics ,v. 17
- 主題: Econometrics , Econometric models , Business & Economics--Econometrics , Econometrics
- 版本:1st ed
- ISBN: 9781849502535
- URL:
Connect to Emerald resource
- 一般註:Includes bibliographical references 99年度中區共購共享電子書 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-yiuSin -- 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
-
讀者標籤:
- 系統號: 000218777 | 機讀編目格式
館藏資訊

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 i
摘要註
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 and1982 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 bounded and symmetric errors and quasi-maximum likelihood estimation of models with parameter dependencies between the mean vector and error variance-covariance matrix. Other topics include GMM, HAC, Heckit, asymmetric GARCH, Cross-Entropy, and multivariate deterministic trend estimation and testingunder various possible misspecifications




