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

Maximum Likelihood Estimation Of Misspecified Models: Twenty Years Later, Volume 17 (Advances In Econometrics)

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Product Specifications
Book Summary
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