Maximum likelihood estimation of misspecified models: twenty years later:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Elsevier/JAI
2003
|
| Ausgabe: | 1st ed |
| Schriftenreihe: | Advances in econometrics
17 |
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | 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-yiu Sin -- 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 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 bound |
| Beschreibung: | 1 Online-Ressource (xiii, 249 pages) |
| ISBN: | 0080547427 1849502536 9780080547428 9781849502535 |
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Datensatz im Suchindex
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| id | DE-604.BV043128710 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:18:19Z |
| institution | BVB |
| isbn | 0080547427 1849502536 9780080547428 9781849502535 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028552901 |
| oclc_num | 173298731 |
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| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (xiii, 249 pages) |
| psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
| publishDate | 2003 |
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| series | Advances in econometrics |
| series2 | Advances in econometrics |
| spelling | Maximum likelihood estimation of misspecified models: twenty years later edited by Tom Fomby, R. Carter Hill 1st ed Amsterdam Elsevier/JAI 2003 1 Online-Ressource (xiii, 249 pages) txt rdacontent c rdamedia cr rdacarrier Advances in econometrics v. 17 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-yiu Sin -- 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 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 bound Business BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Econometric models fast Econometrics fast Schattingstheorie gtt Econometrische modellen gtt Grootste aannemelijkheid gtt Robuustheid gtt Gestion d'entreprises eclas Statistik Wirtschaft Ökonometrisches Modell Econometrics Econometric models Fomby, Thomas B. Sonstige (DE-588)170050165 oth Hill, Rufus Carter Sonstige (DE-588)170255018 oth Erscheint auch als Druck-Ausgabe 0-7623-1075-8 978-0-7623-1075-3 Advances in econometrics 17 (DE-604)BV023055191 17 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=199345 Aggregator Volltext |
| spellingShingle | Maximum likelihood estimation of misspecified models: twenty years later Advances in econometrics Business BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Econometric models fast Econometrics fast Schattingstheorie gtt Econometrische modellen gtt Grootste aannemelijkheid gtt Robuustheid gtt Gestion d'entreprises eclas Statistik Wirtschaft Ökonometrisches Modell Econometrics Econometric models |
| title | Maximum likelihood estimation of misspecified models: twenty years later |
| title_auth | Maximum likelihood estimation of misspecified models: twenty years later |
| title_exact_search | Maximum likelihood estimation of misspecified models: twenty years later |
| title_full | Maximum likelihood estimation of misspecified models: twenty years later edited by Tom Fomby, R. Carter Hill |
| title_fullStr | Maximum likelihood estimation of misspecified models: twenty years later edited by Tom Fomby, R. Carter Hill |
| title_full_unstemmed | Maximum likelihood estimation of misspecified models: twenty years later edited by Tom Fomby, R. Carter Hill |
| title_short | Maximum likelihood estimation of misspecified models: twenty years later |
| title_sort | maximum likelihood estimation of misspecified models twenty years later |
| topic | Business BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Econometric models fast Econometrics fast Schattingstheorie gtt Econometrische modellen gtt Grootste aannemelijkheid gtt Robuustheid gtt Gestion d'entreprises eclas Statistik Wirtschaft Ökonometrisches Modell Econometrics Econometric models |
| topic_facet | Business BUSINESS & ECONOMICS / Econometrics BUSINESS & ECONOMICS / Statistics Econometric models Econometrics Schattingstheorie Econometrische modellen Grootste aannemelijkheid Robuustheid Gestion d'entreprises Statistik Wirtschaft Ökonometrisches Modell |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=199345 |
| volume_link | (DE-604)BV023055191 |
| work_keys_str_mv | AT fombythomasb maximumlikelihoodestimationofmisspecifiedmodelstwentyyearslater AT hillrufuscarter maximumlikelihoodestimationofmisspecifiedmodelstwentyyearslater |