Umfang:
Online-Ressource (xiii, 249 p)
,
ill
,
23 cm
Ausgabe:
1st ed
Ausgabe:
Online-Ausg. Palo Alto, Calif ebrary 2009 Electronic reproduction; Available via World Wide Web
ISBN:
0762310758
Serie:
Advances in econometrics 17
Inhalt:
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 bounde
Anmerkung:
Includes bibliographical references
,
Front Cover; MAXIMUM LIKELIHOOD ESTIMATION OF MISSPECIFIED MODELS: TWENTY YEARS LATER; Copyright Page; CONTENTS; LIST OF CONTRIBUTORS; INTRODUCTION; CHAPTER 1. A COMPARATIVE STUDY OF PURE AND PRETEST ESTIMATORS FOR A POSSIBLY MISSPECIFIED TWO-WAY ERROR COMPONENT MODEL; CHAPTER 2. TESTS OF COMMON DETERMINISTIC TREND SLOPES APPLIED TO QUARTERLY GLOBAL TEMPERATURE DATA; CHAPTER 3. THE SANDWICH ESTIMATE OF VARIANCE; CHAPTER 4. TEST STATISTICS AND CRITICAL VALUES IN SELECTIVITY MODELS; CHAPTER 5. ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION
,
CHAPTER 6. QUASI-MAXIMUM LIKELIHOOD ESTIMATION WITH BOUNDED SYMMETRIC ERRORSCHAPTER 7. CONSISTENT QUASI-MAXIMUM LIKELIHOOD ESTIMATION WITH LIMITED INFORMATION; CHAPTER 8. AN EXAMINATION OF THE SIGN AND VOLATILITY SWITCHING ARCH MODELS UNDER ALTERNATIVE DISTRIBUTIONAL ASSUMPTIONS; CHAPTER 9. ESTIMATING A LINEAR EXPONENTIAL DENSITY WHEN THE WEIGHTING MATRIX AND MEAN PARAMETER VECTOR ARE FUNCTIONALLY RELATED; CHAPTER 10. TESTING IN GMM MODELS WITHOUT TRUNCATION; CHAPTER 11. BAYESIAN ANALYSIS OF MISSPECIFIED MODELS WITH FIXED EFFECTS
,
Electronic reproduction; Available via World Wide Web
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Maximum likelihood estimation of misspecified models Amsterdam : Elsevier, JAI, 2003 ISBN 0762310758
Sprache:
Englisch
URL:
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