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(Ebook) Maximum Likelihood Estimation of Misspecified Models Twenty Years Later Volume 17 1st Edition by T Fomby, R Carter Hill, Thomas B Fomby ISBN 0762310758 9780080547428

  • SKU: EBN-1554364
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Authors:T. Fomby, R. Carter Hill, Thomas B. Fomby
Pages:252 pages.
Year:2003
Editon:
Publisher:Emerald Group Publishing Limited
Language:english
File Size:1.54 MB
Format:pdf
ISBNS:9780080547428, 9780762310753, 0762310758, 0080547427
Categories: Ebooks

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(Ebook) Maximum Likelihood Estimation of Misspecified Models Twenty Years Later Volume 17 1st Edition by T Fomby, R Carter Hill, Thomas B Fomby ISBN 0762310758 9780080547428

(Ebook) Maximum Likelihood Estimation of Misspecified Models Twenty Years Later Volume 17 1st Edition by T Fomby, R Carter Hill, Thomas B Fomby - Ebook PDF Instant Download/Delivery: 0762310758, 9780080547428
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ISBN 10: 0762310758 
ISBN 13: 9780080547428
Author: T Fomby, R Carter Hill, Thomas B Fomby

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.

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Tags: T Fomby, R Carter Hill, Thomas B Fomby, Maximum, Likelihood

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