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Maximum Likelihood Estimation of Misspecified Models
. Ed(S): Fomby, T.; Hill, R. Carter
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Description for Maximum Likelihood Estimation of Misspecified Models
Hardback. 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, and quasi-maximum likelihood estimation of linear regression models with bounded and symmetric errors. Editor(s): Fomby, T.; Hill, R. Carter. Series: Advances in Econometrics. Num Pages: 268 pages, 1, black & white illustrations. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 230 x 163 x 25. Weight in Grams: 520.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2003
Publisher
Emerald Group Publishing Limited United States
Number of pages
268
Condition
New
Series
Advances in Econometrics
Number of Pages
268
Place of Publication
, United States
ISBN
9780762310753
SKU
V9780762310753
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Maximum Likelihood Estimation of Misspecified Models
...Eleven papers focus on maximum likelihood estimation in the presence of misspecified models, or quasi-maximum likelihood estimation, and recognize Halbert White's pioneering work on the topic beginning in 1982. Journal of Economic Literature, 2004