求：Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

T. Fomby , R. Carter Hill (编著)

CONTENTS
LIST OF CONTRIBUTORS
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 1
TESTS OF COMMON DETERMINISTIC TREND SLOPES
APPLIED TO QUARTERLY GLOBAL TEMPERATURE DATA
Thomas B. Fomby and Timothy J. Vogelsang 29
THE SANDWICH ESTIMATE OF VARIANCE
James W. Hardin 45
TEST STATISTICS AND CRITICAL VALUES IN
SELECTIVITY MODELS
R. Carter Hill, Lee C. Adkins and Keith A. Bender 75
ESTIMATION, INFERENCE, AND SPECIFICATION TESTING
FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION
Tae-Hwan Kim and Halbert White 107
QUASI-MAXIMUM LIKELIHOOD ESTIMATION WITH
BOUNDED SYMMETRIC ERRORS
Douglas Miller, James Eales and Paul Preckel 133
CONSISTENT QUASI-MAXIMUM LIKELIHOOD
ESTIMATION WITH LIMITED INFORMATION
Douglas Miller and Sang-Hak Lee 149
AN EXAMINATION OF THE SIGN AND VOLATILITY
SWITCHING ARCH MODELS UNDER ALTERNATIVE
DISTRIBUTIONAL ASSUMPTIONS
Mohamed F. Omran and Florin Avram 165
ESTIMATING A LINEAR EXPONENTIAL DENSITY WHEN
THE WEIGHTING MATRIX AND MEAN PARAMETER
VECTOR ARE FUNCTIONALLY RELATED
Chor-yiu Sin 177
TESTING IN GMM MODELS WITHOUT TRUNCATION
Timothy J. Vogelsang 199
BAYESIAN ANALYSIS OF MISSPECIFIED MODELS WITH
FIXED EFFECTS
Tiemen Woutersen 235