MARC details
| 000 -LEADER |
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03737cam a2200457Ka 4500 |
| 001 - CONTROL NUMBER |
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bslw06443656 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
UtOrBLW |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20210303085406.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr un||||||||| |
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| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2004300128 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
0762310758 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781849502535 (electronic bk.) : |
| Terms of availability |
£67.95 ; <U+0080>99.95 ; $120.95 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
UtOrBLW |
| Transcribing agency |
UtOrBLW |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HB139 |
| Item number |
.M397 2003 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
KCH |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
ECO |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
BUS021000 |
| Source |
bisacsh |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER |
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| Universal Decimal Classification number |
330.43 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
330.015195 |
| Edition number |
21 |
| 245 00 - TITLE STATEMENT |
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| Title |
Maximum likelihood estimation of misspecified models |
| Medium |
[electronic resource] : |
| Remainder of title |
twenty years later / |
| Statement of responsibility, etc. |
edited by Tom Fomby, R. Carter Hill. |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
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| Place of publication, distribution, etc. |
Amsterdam ; |
| -- |
Boston : |
| Name of publisher, distributor, etc. |
Elsevier/JAI, |
| Date of publication, distribution, etc. |
2003. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (xiii, 249 p.) : |
| Other physical details |
ill. |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Advances in econometrics, |
| International Standard Serial Number |
0731-9053 ; |
| Volume/sequential designation |
v. 17 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Includes bibliographical references. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Comparative study of pure and pretest estimators for a possibly misspecified two-way error component model / Badi H. Baltagi, Georges Bresson, Alain Pirotte -- Estimation, inference, and specification testing for possibly misspecified quantile regression / Tae-Hwan Kim, Halbert White -- Quasimaximum likelihood estimation with bounded symmetric errors / Douglas Miller, James Eales, Paul Preckel -- Consistent quasi-maximum likelihood estimation with limited information / Douglas Miller, Sang-Hak Lee -- An examination of the sign and volatility switching arch models under alternative distributional assumptions / Mohamed F. Omran, Florin Avram -- estimating a linear exponential density when the weighting matrix and mean parameter vector are functionally related / Chor-yiu Sin -- Testing in GMM models without truncation / Timothy J. Vogelsang -- Bayesian analysis of misspecified models with fixed effects / Tiemen Woutersen -- Tests of common deterministic trend slopes applied to quarterly global temperature data / Thomas B. Fomby, Timothy J. Vogelsang -- The sandwich estimate of variance / James W. Hardin -- Test statistics and critical values in selectivity models / R.Carter Hill, Lee C. Adkins, Keith A. Bender -- Introduction / Thomas B Fomby, R.Carter Hill. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
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. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Description based on print version record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometric models. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Econometrics. |
| Source of heading or term |
bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| Source of heading or term |
bicssc |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Fomby, Thomas B. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hill, R. Carter. |
| 776 1# - ADDITIONAL PHYSICAL FORM ENTRY |
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| International Standard Book Number |
9780762310753 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Advances in econometrics ; |
| Volume/sequential designation |
v. 17. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17">https://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17</a> |
| 913 ## - |
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| -- |
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