Maximum Likelihood Estimation of Misspecified Models (English, T. Fomby | R. Carter Hill)
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Book Details
Publisher
Jai Press Inc.
Language
English
ISBN-13
9780762310753
ISBN-10
0762310758
Author
T. Fomby | R. Carter Hill
About the Book
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, e…
ISBN: 9780762310753
ISBN-13: 9780762310753
ISBN-10: 0762310758
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Product ID: isbn-9780762310753
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