Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, Volume 17

✍ Scribed by T. Fomby, R. Carter Hill, Thomas B. Fomby

Publisher: Emerald Group Publishing Limited
Year: 2003
Tongue: English
Leaves: 252
Series: Advances in Econometrics
Edition: 1°
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

Eleven papers focus on maximum likelihood estimation in the presence of misspecified models, or quasi-maximum likelihood estimation, and recognize Halbert White's pioneering work on the topic beginning in 1982.

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