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Maximum Likelihood Estimation Of Misspecified Models: Twenty Years Later, Volume 17 (Advances In Econometrics)
Emerald Group Publishing Limited (Publisher)
Product Specifications
Book Description
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,
Book Specifications
ISBN-13 9780762310753
Language English
Binding Hard Bound
Publisher Emerald Group Publishing Limited
Publishing Date 2003-12-01
Total Pages 264