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007			cr un|||||||||
008			101115s2003 ne a ob 000 0 eng d
010			_a 2004300128
020			_z0762310758
020			_a9781849502535 (electronic bk.) : _c£67.95 ; <U+0080>99.95 ; $120.95
040			_aUtOrBLW _cUtOrBLW
050	0	0	_aHB139 _b.M397 2003
072		7	_aKCH _2bicssc
072		7	_aECO _2bicssc
072		7	_aBUS021000 _2bisacsh
080			_a330.43
082	0	4	_a330.015195 _221
245	0	0	_aMaximum likelihood estimation of misspecified models _h[electronic resource] : _btwenty years later / _cedited by Tom Fomby, R. Carter Hill.
250			_a1st ed.
260			_aAmsterdam ; _aBoston : _bElsevier/JAI, _c2003.
300			_a1 online resource (xiii, 249 p.) : _bill.
490	1		_aAdvances in econometrics, _x0731-9053 ; _vv. 17
504			_aIncludes bibliographical references.
505	0		_aComparative 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			_aThis 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			_aDescription based on print version record.
650		0	_aEconometrics.
650		0	_aEconometric models.
650		7	_aBusiness & Economics _xEconometrics. _2bisacsh
650		7	_aEconometrics. _2bicssc
700	1		_aFomby, Thomas B.
700	1		_aHill, R. Carter.
776	1		_z9780762310753
830		0	_aAdvances in econometrics ; _vv. 17.
856	4	0	_uhttps://www.emerald.com/insight/publication/doi/10.1016/S0731-9053(2003)17
913			_1BMEbacklist
999			_c31950 _d31950