000			03132cam a2200385 a 4500
000
001			2004300128
003			DLC
005			20160712122653.0
008			040609s2003 ne a b 000 0 eng d
010			_a 2004300128
015			_aGBA3-U6995
020			_a0762310758
035			_a(OCoLC)ocm53030593
040			_aUKM _cUKM _dOHX _dMBB _dOCLCQ _dDLC
042			_alccopycat
050	0	0	_aHB139 _b.M397 2003
082	0	4	_a330.015195 _222
245	0	0	_aMaximum likelihood estimation of misspecified models : _btwenty years later / _cedited by Tom Fomby, R. Carter Hill.
250			_a1st ed.
260			_aAmsterdam ; _aBoston : _bElsevier/JAI, _c2003.
300			_axiii, 249 p. : _bill. ; _c23 cm.
440		0	_aAdvances in econometrics, _x0731-9053 ; _v17
505			_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.
504			_aIncludes bibliographical references.
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 bound.
590			_alje 28/01/14
591			_aLoans
650		0	_aEconometrics.
650		0	_aEconometric models.
700	1		_aFomby, Thomas B.
700	1		_aHill, R. Carter.
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/toc/fy045/2004300128.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0620/2004300128-d.html
999			_c3734 _d3734