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...
| Други автори: | Fomby, Thomas B., Hill, R. Carter. |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Amsterdam ; Boston :
Elsevier/JAI,
2003.
|
| Издание: | 1st ed. |
| Серия: |
Advances in econometrics ;
v. 17. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=199345 |
| Подобни документи: |
Print version::
Maximum likelihood estimation of misspecified models. |
| Резюме: |
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 bound. |
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| Физически характеристики: |
1 online resource (xiii, 249 pages) : illustrations. |
| Библиография: |
Includes bibliographical references. |
| ISBN: |
9780080547428 0080547427 9781849502535 1849502536 |
| ISSN: |
0731-9053 ; |