Maximum likelihood estimation of misspecified models : (Record no. 3734)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03132cam a2200385 a 4500 |
| 000 - LEADER | |
| fixed length control field | |
| 001 - CONTROL NUMBER | |
| control field | 2004300128 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160712122653.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 040609s2003 ne a b 000 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2004300128 |
| 015 ## - NATIONAL BIBLIOGRAPHY NUMBER | |
| National bibliography number | GBA3-U6995 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0762310758 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)ocm53030593 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UKM |
| Transcribing agency | UKM |
| Modifying agency | OHX |
| -- | MBB |
| -- | OCLCQ |
| -- | DLC |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | lccopycat |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB139 |
| Item number | .M397 2003 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Edition number | 22 |
| 245 00 - TITLE STATEMENT | |
| Title | Maximum likelihood estimation of misspecified models : |
| Remainder of title | twenty years later / |
| Statement of responsibility, etc. | edited by Tom Fomby, R. Carter Hill. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Amsterdam ; |
| -- | Boston : |
| Name of publisher, distributor, etc. | Elsevier/JAI, |
| Date of publication, distribution, etc. | 2003. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiii, 249 p. : |
| Other physical details | ill. ; |
| Dimensions | 23 cm. |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Advances in econometrics, |
| International Standard Serial Number | 0731-9053 ; |
| Volume/sequential designation | 17 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| 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. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references. |
| 520 ## - SUMMARY, ETC. | |
| 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 bound. |
| 590 ## - LOCAL NOTE - Cataloguer & Date | |
| Local note | lje 28/01/14 |
| 591 ## - Local Note: Item Class (Ref/Loans/Arch): Loans | |
| Local Note: Item Class | Loans |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometric models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Fomby, Thomas B. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hill, R. Carter. |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Table of contents only |
| Uniform Resource Identifier | <a href="http://www.loc.gov/catdir/toc/fy045/2004300128.html">http://www.loc.gov/catdir/toc/fy045/2004300128.html</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Publisher description |
| Uniform Resource Identifier | <a href="http://www.loc.gov/catdir/enhancements/fy0620/2004300128-d.html">http://www.loc.gov/catdir/enhancements/fy0620/2004300128-d.html</a> |
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