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Maximum likelihood estimation of mis...

Fomby, Thomas B.

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Maximum likelihood estimation of misspecified models = twenty years later /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Maximum likelihood estimation of misspecified models/ edited by Tom Fomby, R. Carter Hill.{me_controlnum}
其他題名:	twenty years later /
其他作者:	Fomby, Thomas B.
出版者:	Amsterdam ;Elsevier/JAI, : 2003.,
面頁冊數:	1 online resource (xiii, 249 p.) :ill.
內容註:	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.
標題:	Econometrics. -
電子資源:	http://www.emeraldinsight.com/0731-9053/17
ISBN:	9781849502535 (electronic bk.)

Maximum likelihood estimation of misspecified models = twenty years later /
Maximum likelihood estimation of misspecified modelstwenty years later /[electronic resource] :edited by Tom Fomby, R. Carter Hill.{me_controlnum} - 1st ed. - Amsterdam ;Elsevier/JAI,2003. - 1 online resource (xiii, 249 p.) :ill. - Advances in econometrics,v. 170731-9053 ;. - Advances in econometrics ;v. 12..

Includes bibliographical references.

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.

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.

ISBN: 9781849502535 (electronic bk.)

LCCN: 2004300128Subjects--Topical Terms:

542934
Econometrics.

LC Class. No.: HB139 / .M397 2003

Dewey Class. No.: 330.015195

Universal Decimal Class. No.: 330.43

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520 $a 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.
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