Maximum likelihood estimation of misspecified models: twenty years later
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 estimatio...
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Amsterdam ; Boston
Elsevier/JAI
2003
|
| Edition: | 1st ed |
| Series: | Advances in econometrics
v. 17 |
| Subjects: | |
| Online Access: | DE-634 DE-1043 DE-M347 DE-523 DE-91 DE-473 DE-19 DE-355 DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 DE-1046 Volltext |
| 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, asymmetric GARCH, Cross-Entropy, and multivariate deterministic trend estimation and testing under various possible misspecifications |
| Physical Description: | 1 Online-Ressource (xiii, 249 Seiten) ill |
| ISBN: | 9781849502535 |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV048845405 | ||
| 003 | DE-604 | ||
| 005 | 20240104 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 230306s2003 xx a||| ob||| 00||| eng d | ||
| 020 | |a 9781849502535 |c £67.95 ; <U+0080>99.95 ; $120.95 |9 978-1-84950-253-5 | ||
| 024 | 7 | |a 10.1016/S0731-9053(2003)17 |2 doi | |
| 035 | |a (ZDB-1-EPB)bslw06443656 | ||
| 035 | |a (DE-599)BVBBV048845405 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-634 |a DE-1043 |a DE-M347 |a DE-523 |a DE-91 |a DE-473 |a DE-19 |a DE-355 |a DE-703 |a DE-20 |a DE-706 |a DE-824 |a DE-29 |a DE-739 |a DE-1046 | ||
| 245 | 1 | 0 | |a Maximum likelihood estimation of misspecified models |b twenty years later |c edited by Tom Fomby, R. Carter Hill |
| 250 | |a 1st ed | ||
| 264 | 1 | |a Amsterdam ; Boston |b Elsevier/JAI |c 2003 | |
| 300 | |a 1 Online-Ressource (xiii, 249 Seiten) |b ill | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Advances in econometrics |v v. 17 | |
| 505 | 8 | |a 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 | |
| 520 | 3 | |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 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, asymmetric GARCH, Cross-Entropy, and multivariate deterministic trend estimation and testing under various possible misspecifications | |
| 650 | 7 | |a Business & Economics |2 Econometrics | |
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Econometric models | |
| 650 | 4 | |a Econometrics | |
| 700 | 1 | |a Fomby, Thomas B. |e Sonstige |4 oth | |
| 700 | 1 | |a Hill, R. Carter |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-1-EPB | ||
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-034110745 | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-634 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-1043 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-M347 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-523 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-91 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-473 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-19 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-355 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-703 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-20 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-706 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-824 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-29 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-739 |p ZDB-1-EPB |x Verlag |3 Volltext | |
| 966 | e | |u https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |l DE-1046 |p ZDB-1-EPB |x Verlag |3 Volltext | |
Record in the Search Index
| _version_ | 1821342586309181440 |
|---|---|
| adam_text | |
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| building | Verbundindex |
| bvnumber | BV048845405 |
| collection | ZDB-1-EPB |
| contents | 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 |
| ctrlnum | (ZDB-1-EPB)bslw06443656 (DE-599)BVBBV048845405 |
| edition | 1st ed |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV048845405</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20240104</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">230306s2003 xx a||| ob||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781849502535</subfield><subfield code="c">£67.95 ; <U+0080>99.95 ; $120.95</subfield><subfield code="9">978-1-84950-253-5</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1016/S0731-9053(2003)17</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-EPB)bslw06443656</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048845405</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-634</subfield><subfield code="a">DE-1043</subfield><subfield code="a">DE-M347</subfield><subfield code="a">DE-523</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-1046</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Maximum likelihood estimation of misspecified models</subfield><subfield code="b">twenty years later</subfield><subfield code="c">edited by Tom Fomby, R. Carter Hill</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1st ed</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Amsterdam ; Boston</subfield><subfield code="b">Elsevier/JAI</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xiii, 249 Seiten)</subfield><subfield code="b">ill</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Advances in econometrics</subfield><subfield code="v">v. 17</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="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 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, asymmetric GARCH, Cross-Entropy, and multivariate deterministic trend estimation and testing under various possible misspecifications</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Business & Economics</subfield><subfield code="2">Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Fomby, Thomas B.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Hill, R. Carter</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-EPB</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-034110745</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-634</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-1043</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-M347</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-523</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-91</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-473</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-19</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-355</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-703</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-20</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-706</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-824</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-29</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-739</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</subfield><subfield code="l">DE-1046</subfield><subfield code="p">ZDB-1-EPB</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV048845405 |
| illustrated | Illustrated |
| index_date | 2024-07-03T21:39:03Z |
| indexdate | 2025-01-15T19:00:45Z |
| institution | BVB |
| isbn | 9781849502535 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-034110745 |
| open_access_boolean | |
| owner | DE-634 DE-1043 DE-M347 DE-523 DE-91 DE-BY-TUM DE-473 DE-BY-UBG DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 DE-1046 |
| owner_facet | DE-634 DE-1043 DE-M347 DE-523 DE-91 DE-BY-TUM DE-473 DE-BY-UBG DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 DE-1046 |
| physical | 1 Online-Ressource (xiii, 249 Seiten) ill |
| psigel | ZDB-1-EPB |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Elsevier/JAI |
| record_format | marc |
| series2 | Advances in econometrics |
| spelling | Maximum likelihood estimation of misspecified models twenty years later edited by Tom Fomby, R. Carter Hill 1st ed Amsterdam ; Boston Elsevier/JAI 2003 1 Online-Ressource (xiii, 249 Seiten) ill c rdamedia cr rdacarrier Advances in econometrics v. 17 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 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 testing under various possible misspecifications Business & Economics Econometrics Econometrics Econometric models Fomby, Thomas B. Sonstige oth Hill, R. Carter Sonstige oth https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Maximum likelihood estimation of misspecified models twenty years later 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 Business & Economics Econometrics 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_exact_search_txtP | 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 |
| title_sort | maximum likelihood estimation of misspecified models twenty years later |
| title_sub | twenty years later |
| topic | Business & Economics Econometrics Econometrics Econometric models |
| topic_facet | Business & Economics Econometrics Econometric models |
| url | https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17 |
| work_keys_str_mv | AT fombythomasb maximumlikelihoodestimationofmisspecifiedmodelstwentyyearslater AT hillrcarter maximumlikelihoodestimationofmisspecifiedmodelstwentyyearslater |