Maximum Likelihood Estimation Misspecified (21 results)
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Hardback. Condition: New. 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 c…ontains 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.
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Hardback. Condition: New. 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 c…ontains 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.
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Language: English
Published by Elsevier 2003
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisA comparative study of pure and pretest estimators for a possibly misspecified two-way error component model (B.H. Baltagi, G. Bresson, A. Pirotte). Tests of common deterministic trend slop…es applied to quarterly global.
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Buch. Condition: Neu. Maximum Likelihood Estimation of Misspecified Models | T. Fomby (u. a.) | Buch | Gebunden | Englisch | 2003 | Jai Press Inc. | EAN 9780762310753 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
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Condition: New. PRINT ON DEMAND pp. 268.
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Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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, and quasi-maximum li…kelihood estimation of linear regression models with bounded and symmetric errors.
