Maximum Likelihood Estimation of Misspecified Models

DOI10.2307/1912004zbMath0518.62092OpenAlexW2017137572MaRDI QIDQ5902645

Halbert White

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912004

zbMATH Keywords

correctionmaximum likelihood estimation of misspecified models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (7)

Unnamed Item ⋮ Encompassing in stationary linear dynamic models ⋮ The equality of comparable extended families of classical-type and Hausman-type statistics ⋮ Nonlinear models, rescaling and test invariance ⋮ On improving the robustness and reliability of Rao's score test ⋮ Misspecified discrete choice models and Huber-White standard errors ⋮ Alternative covariance estimators of the standard Tobit model

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