This book examines the consequences of misspecifications from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference.
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'... contains much material of interest to econometricians ... a useful source book for researchers, instructors and graduate students and essential reading for those interested in the effects of misspecification.' Econometric Theory
This book examines the consequences of misspecifications ranging from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference. Professor White explores the underlying motivation for maximum-likelihood estimation and examines methods by which the possibility of misspecification can be empirically investigated, and offers a variety of tests for misspecification.
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Da: MB Books, Derbyshire, Regno Unito
Hardcover. Condizione: Good. No Jacket. Condition : Good. Former-university library copy with associated library stamps etc. Hard cover, no jacket. 380pp. No highlighting or annotations to text. Please note the image is a stock photo - not the actual copy. Codice articolo 942795
Quantità: 1 disponibili
Da: Emile Kerssemakers ILAB, Heerlen, Paesi Bassi
23 cm. original cloth, dustjacket. x,380 pp. references. index. "Econometric Society Monographs". -(very) good. 655g. Codice articolo 72595
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Da: Puvill Libros, Barcelona, B, Spagna
Codice articolo 9780521252805
Quantità: 1 disponibili
Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In. Codice articolo ria9780521252805_new
Quantità: Più di 20 disponibili
Da: Revaluation Books, Exeter, Regno Unito
Hardcover. Condizione: Brand New. 380 pages. 9.50x6.50x1.00 inches. In Stock. This item is printed on demand. Codice articolo __0521252806
Quantità: 1 disponibili
Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9780521252805
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condizione: New. This book examines the consequences of misspecifications from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference. Series Editor(s): Chesher, Andrew; Jackson, Matthew O. Series: Econometric Society Monographs. Num Pages: 396 pages, black & white illustrations. BIC Classification: KCH; PBT. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 25. Weight in Grams: 641. . 1994. hardcover. . . . . Codice articolo V9780521252805
Quantità: Più di 20 disponibili
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.
hardcover. Condizione: New. In shrink wrap. Looks like an interesting title! Codice articolo SL-9780521252805
Quantità: 1 disponibili
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.
hardcover. Condizione: New. In shrink wrap. Looks like an interesting title! Codice articolo Q-0521252806
Quantità: 1 disponibili
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Hardcover. Condizione: new. Hardcover. This book examines the consequences of misspecifications ranging from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference. Professor White first explores the underlying motivation for maximum-likelihood estimation, treats the interpretation of the maximum-likelihood estimator (MLE) for misspecified probability models and gives the conditions under which parameters of interest can be consistently estimated despite misspecification and the consequences of misspecification for hypothesis testing in estimating the asymptotic covariance matrix of the parameters. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated and offers a variety of tests for misspecification. Professor White explores the underlying motivation for maximum-likelihood estimation and examines methods by which the possibility of misspecification can be empirically investigated, and offers a variety of tests for misspecification. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780521252805
Quantità: 1 disponibili