Maximum likelihood estimation of misspecified models twenty years later /

• Other Authors: Fomby, Thomas B., Hill, R. Carter
• Format: Electronic eBook
• Language: English
• Published: Amsterdam ; Boston : Elsevier/JAI, 2003.
• Edition: 1st ed.
• Series: Advances in econometrics ; v. 17.
• Subjects: Econometrics.; Econometric models.; Business & Economics > Econometrics.

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 estimatio...