Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later Book

A comparative study of pure and pretest estimators for a possibly misspecified two-way error component model (B.H. Baltagi, G. Bresson, A. Pirotte). Tests of common deterministic trend slopes applied to quarterly global temperature data (T.B. Fomby, T.J. Vogelsang). The sandwich estimate of variance (J.W. Hardin). Test statistics and critical values in selectivity models (R.C. Hill, L.C. Adkins, K.A. Bender). Estimation, inference, and specification testing for possibly misspecified quantile regression (T.-H. Kim, H. White). Maximum likelihood estimation with bounded symmetric errors (D. Miller, J. Eales, P. Preckel). Consistent quasi-maximum likelihood estimation with limited information (D. Miller, S.-H. Lee). An examination of the sign and volatility switching ARCH models under alternative distributional assumptions (M.F. Omran, F. Avram). Estimating a linear exponential density when the weighting matrix and mean parameter vector are functionally related (C.-Y. Sin). Testing in GMM models without truncation (T.J. Vogelsang). Bayesian analysis of misspecified models with fixed effects (T. Woutersen).