Maximum Likelihood Estimation of Misspecified Models

Language: English

Published by Emerald Publishing Limited, US, 2003

0762310758 / 9780762310753

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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.

Seller Inventory # LU-9780762310753

Title
Maximum Likelihood Estimation of Misspecified Models
Author
T. Fomby
Publisher
Emerald Publishing Limited, US
Publication year
2003
Condition
New
Binding
Hardback
Language
English
ISBN 10
0762310758
ISBN 13
9780762310753
Item weight
553 grams

Rarewaves USA United

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