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

Editors: Thomas B. Fomby (SMU), R. Carter Hill (LSU)

DOI 10.1016/S0731-9053(2003)17 Publication date 12 December 2003 Series copyright holder: Emerald Publishing Limited ISBN 978-0-76231-075-3 eISBN 978-1-84950-253-5 Book series ISSN 0731-9053

• Introduction, Thomas B. Fomby and R. Carter Hill.
• A Comparative Study of Pure and Pretest Estimators for a Possibly Misspecified Two-Way Error Component Model, Badi H. Baltagi, Georges Bresson and Alain Pirotte.
• Tests of Common Deterministic Trend Slopes Applied to Quarterly Global Temperature Data, Thomas B. Fomby and Timothy J. Vogelsang.
• The Sandwich Estimate of Variance, James W. Hardin.
• Test Statistics and Critical Values in Selectivity Models, R. Carter Hill, Lee C. Adkins and Keith A. Bender.
• Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression, Tae-Hwan Kim and Halbert White.
• Quasi-Maximum Likelihood Estimation with Bounded Symmetric Errors, Douglas Miller, James Eales and Paul Preckel.
• Consistent Quasi-Maximum Likelihood Estimation with Limited Information, Douglas Miller and Sang-Hak Lee.
• An Examination of the Sign and Volatility Switching ARCh Models under Alternative Distributional Assumptions, Mohamed F. Omran and Florin Avram.
• Estimating a Linear Exponential Density when the Weighting Matrix and Mean Parameter Vector are Functionally Related, Chor-yiu Sin.
• Testing in GMM Models without Truncation, Timothy J. Vogelsang.
• Bayesian Analysis of Misspecified Models with Fixed Effects, Tiemen Woutersen.