ISBN: 9780762310753 - maximum likelihood estimation of misspecified models: twenty years later (17) (20 risultati)

Condizione: New. pp. 268.

Condizione: New. pp. 268 Illus.

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Condizione: New. pp. 268.

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Condizione: New. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 6-10 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.…

Condizione: New. In English.

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Hardback. Condizione: New. 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.…

Hardback. Condizione: New. 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.…

Hardcover. Condizione: Brand New. 8.50x6.75x1.00 inches. In Stock.

Gebundene Ausgabe. Condizione: Neu. 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, and quasi-maximum likelihood estimation of linear regression models with bounded and symmetric errors. Sprache: Englisch Gewicht in Gramm: 519.…

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Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisA comparative study of pure and pretest estimators for a possibly misspecified two-way error component model (B.H. Baltagi, G. Bresson, A. Pirotte). Tests of common deterministic trend slopes applied to quarterly global.…

Buch. Condizione: Neu. Maximum Likelihood Estimation of Misspecified Models | T. Fomby (u. a.) | Buch | Gebunden | Englisch | 2003 | Jai Press Inc. | EAN 9780762310753 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…

Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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, and quasi-maximum likelihood estimation of linear regression models with bounded and symmetric errors.…