Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Emerald (MCB UP )

0762310758

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics ◽

10.1016/s0731-9053(03)17012-0 ◽

2004 ◽

pp. V-VI

Download Full-text

LIST OF CONTRIBUTORS

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics ◽

10.1016/s0731-9053(03)17013-2 ◽

2004 ◽

pp. VII-VIII

Download Full-text

TESTING IN GMM MODELS WITHOUT TRUNCATION

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics ◽

10.1016/s0731-9053(03)17010-7 ◽

2004 ◽

pp. 199-233 ◽

Cited By ~ 10

Author(s):

Timothy J. Vogelsang

Download Full-text

THE SANDWICH ESTIMATE OF VARIANCE

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics ◽

10.1016/s0731-9053(03)17003-x ◽

2004 ◽

pp. 45-73 ◽

Cited By ~ 6

Author(s):

James W. Hardin

Download Full-text

TESTS OF COMMON DETERMINISTIC TREND SLOPES APPLIED TO QUARTERLY GLOBAL TEMPERATURE DATA

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics ◽

10.1016/s0731-9053(03)17002-8 ◽

2004 ◽

pp. 29-43 ◽

Cited By ~ 8

Author(s):

Thomas B. Fomby ◽

Timothy J. Vogelsang

Keyword(s):

Temperature Data ◽

Global Temperature ◽

Deterministic Trend

Download Full-text

CONSISTENT QUASI-MAXIMUM LIKELIHOOD ESTIMATION WITH LIMITED INFORMATION

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics ◽

10.1016/s0731-9053(03)17007-7 ◽

2004 ◽

pp. 149-164

Author(s):

Douglas Miller ◽

Sang-Hak Lee

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Limited Information ◽

Quasi Maximum Likelihood

Download Full-text

ESTIMATING A LINEAR EXPONENTIAL DENSITY WHEN THE WEIGHTING MATRIX AND MEAN PARAMETER VECTOR ARE FUNCTIONALLY RELATED

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics ◽

10.1016/s0731-9053(03)17009-0 ◽

2004 ◽

pp. 177-197

Author(s):

Chor-yiu Sin

Keyword(s):

Parameter Vector ◽

Weighting Matrix ◽

Exponential Density

Download Full-text

QUASI–MAXIMUM LIKELIHOOD ESTIMATION WITH BOUNDED SYMMETRIC ERRORS

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics ◽

10.1016/s0731-9053(03)17006-5 ◽

2004 ◽

pp. 133-148

Author(s):

Douglas Miller ◽

James Eales ◽

Paul Preckel

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Quasi Maximum Likelihood

Download Full-text

BAYESIAN ANALYSIS OF MISSPECIFIED MODELS WITH FIXED EFFECTS

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics ◽

10.1016/s0731-9053(03)17011-9 ◽

2004 ◽

pp. 235-249

Author(s):

Tiemen Woutersen

Keyword(s):

Bayesian Analysis ◽

Fixed Effects ◽

Misspecified Models

Download Full-text

AN EXAMINATION OF THE SIGN AND VOLATILITY SWITCHING ARCH MODELS UNDER ALTERNATIVE DISTRIBUTIONAL ASSUMPTIONS

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics ◽

10.1016/s0731-9053(03)17008-9 ◽

2004 ◽

pp. 165-176

Author(s):

Mohamed F. Omran ◽

Florin Avram

Keyword(s):

Arch Models ◽

Distributional Assumptions

Download Full-text

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics
Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Emerald (MCB UP )

Table of Contents

LIST OF CONTRIBUTORS

TESTING IN GMM MODELS WITHOUT TRUNCATION

THE SANDWICH ESTIMATE OF VARIANCE

TESTS OF COMMON DETERMINISTIC TREND SLOPES APPLIED TO QUARTERLY GLOBAL TEMPERATURE DATA

CONSISTENT QUASI-MAXIMUM LIKELIHOOD ESTIMATION WITH LIMITED INFORMATION

ESTIMATING A LINEAR EXPONENTIAL DENSITY WHEN THE WEIGHTING MATRIX AND MEAN PARAMETER VECTOR ARE FUNCTIONALLY RELATED

QUASI–MAXIMUM LIKELIHOOD ESTIMATION WITH BOUNDED SYMMETRIC ERRORS

BAYESIAN ANALYSIS OF MISSPECIFIED MODELS WITH FIXED EFFECTS

AN EXAMINATION OF THE SIGN AND VOLATILITY SWITCHING ARCH MODELS UNDER ALTERNATIVE DISTRIBUTIONAL ASSUMPTIONS

Export Citation Format

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in EconometricsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Emerald (MCB UP )

Table of Contents

LIST OF CONTRIBUTORS

TESTING IN GMM MODELS WITHOUT TRUNCATION

THE SANDWICH ESTIMATE OF VARIANCE

TESTS OF COMMON DETERMINISTIC TREND SLOPES APPLIED TO QUARTERLY GLOBAL TEMPERATURE DATA

CONSISTENT QUASI-MAXIMUM LIKELIHOOD ESTIMATION WITH LIMITED INFORMATION

ESTIMATING A LINEAR EXPONENTIAL DENSITY WHEN THE WEIGHTING MATRIX AND MEAN PARAMETER VECTOR ARE FUNCTIONALLY RELATED

QUASI–MAXIMUM LIKELIHOOD ESTIMATION WITH BOUNDED SYMMETRIC ERRORS

BAYESIAN ANALYSIS OF MISSPECIFIED MODELS WITH FIXED EFFECTS

AN EXAMINATION OF THE SIGN AND VOLATILITY SWITCHING ARCH MODELS UNDER ALTERNATIVE DISTRIBUTIONAL ASSUMPTIONS

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later - Advances in Econometrics
Latest Publications