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Econometrie.

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Quantitative methods (economics) --- 330.115 --- Econometrics --- Economics, Mathematical --- Statistics --- Econometrie --- 330.115 Econometrie --- Econometrics. --- Économétrie

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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 estimation. It contains 11 papers on a range of related topics including the estimation of possibly misspecified error component and fixed effects panel models, estimation and inference in possibly misspecified quantile regression models, quasi-maximum likelihood estimation of linear regression models with bounded and symmetric errors and quasi-maximum likelihood estimation of models with parameter dependencies between the mean vector and error variance-covariance matrix. Other topics include GMM, HAC, Heckit, asymmetric GARCH, Cross-Entropy, and multivariate deterministic trend estimation and testing under various possible misspecifications.

Mathematical statistics --- 330.115 --- 330.115 Econometrie --- Econometrie --- Econometric models --- Econometrics --- Economics, Mathematical --- Statistics --- Mathematical models --- Econometrics. --- Econometric models. --- Business & Economics

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Social sciences --- Econometrics --- 519.2 --- 330.115 --- -Econometrics --- Economics, Mathematical --- Statistics --- Behavioral sciences --- Human sciences --- Sciences, Social --- Social science --- Social studies --- Civilization --- Probability. Mathematical statistics --- Econometrie --- 330.115 Econometrie --- 519.2 Probability. Mathematical statistics --- Social sciences - Statistics

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This is the third of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret recent developments and discuss future directions in a wide range of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

Econometrics --- Economics --- Econometrics. --- Economics. --- Business & Economics --- Economic Theory --- Business, Economy and Management --- AA / International- internationaal --- 330.00 --- 305.0 --- -Economics --- -330 --- Economic theory --- Political economy --- Social sciences --- Economic man --- Economics, Mathematical --- Statistics --- Economische en sociale theorieën: algemeenheden. --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën. --- Économétrie --- Économie politique --- Congresses. --- Économétrie --- Économie politique --- 330 --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën --- Economische en sociale theorieën: algemeenheden --- Économétrie. --- Économie politique. --- Econometrics - Congresses --- Economics - Congresses