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Maximum Likelihood Estimation of Misspecified Models

JOURNAL ARTICLE published January 1982 in Econometrica

Authors: Halbert White

Maximum Likelihood Estimation of Misspecified Models

JOURNAL ARTICLE published March 1983 in Econometrica

Authors: Halbert White

ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION

BOOK CHAPTER published in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Authors: Tae-Hwan Kim | Halbert White

Maximum Likelihood Estimation of Misspecified Models

BOOK CHAPTER published 29 July 1998 in Advances in Econometric Theory

Authors: Halbert White

Maximum Likelihood Estimation of Misspecified Dynamic Models

BOOK CHAPTER published 1984 in Misspecification Analysis

Authors: Halbert White

CONSISTENT QUASI-MAXIMUM LIKELIHOOD ESTIMATION WITH LIMITED INFORMATION

BOOK CHAPTER published in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Authors: Douglas Miller | Sang-Hak Lee

BAYESIAN ANALYSIS OF MISSPECIFIED MODELS WITH FIXED EFFECTS

BOOK CHAPTER published in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Authors: Tiemen Woutersen

QUASI–MAXIMUM LIKELIHOOD ESTIMATION WITH BOUNDED SYMMETRIC ERRORS

BOOK CHAPTER published in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Authors: Douglas Miller | James Eales | Paul Preckel

LIST OF CONTRIBUTORS

BOOK CHAPTER published in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Table of Contents

BOOK CHAPTER published in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Maximum-likelihood estimation of misspecified models

JOURNAL ARTICLE published April 1984 in Economic Modelling

Authors: Gregory C. Chow

TESTING IN GMM MODELS WITHOUT TRUNCATION

BOOK CHAPTER published in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Authors: Timothy J. Vogelsang

Maximum likelihood estimation in misspecified generalized linear models

JOURNAL ARTICLE published January 1990 in Statistics

Authors: Ludwig Fahrmexr

INTRODUCTION

BOOK CHAPTER published in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Authors: Thomas B Fomby | R.Carter Hill

THE SANDWICH ESTIMATE OF VARIANCE

BOOK CHAPTER published in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Authors: James W. Hardin

Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

BOOK published January 2003 in Advances in Econometrics

Editors: Thomas B. Fomby | R. Carter Hill

Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator

JOURNAL ARTICLE published July 1982 in Econometrica

Authors: T. W. Anderson | Naoto Kunitomo | Takamitsu Sawa

Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models

JOURNAL ARTICLE published July 1983 in Econometrica

Authors: Ray C. Fair | John B. Taylor

Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models

JOURNAL ARTICLE published December 1991 in Econometric Theory

Authors: B.M. Pötscher

Estimation of Multi-Market Fix-Price Models: An Application of Pseudo Maximum Likelihood Methods

JOURNAL ARTICLE published July 1989 in Econometrica

Authors: Guy Laroque | Bernard Salanie