Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Fomby, T.
Hill, R. Carter

Hardcover

Series: Advances in Econometrics, Book 17

Economics

ISBN10: 0762310758
ISBN13: 9780762310753
Publisher: Emerald Pub Ltd
Published: Dec 12 2003
Pages: 268
Weight: 1.13
Height: 0.97 Width: 6.45 Depth: 9.10
Language: English
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 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 testing under various possible misspecifications.

Also in

Economics

View All