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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
Descrizione del libro
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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Estimation, Inference Specification: 22 (Econometric Society Monographs, Series Number 22)
Editore:
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
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Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR011005902
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Estimation, Inference and Specification Analysis
Editore:
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
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Paperback. Condizione: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.15. Codice articolo G0521574463I4N10
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
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Estimation, Inference and Specification Analysis
Editore:
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
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Estimation, Inference and Specification Analysis (Volume 22)
Editore:
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
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Da: Anybook.com, Lincoln, Regno Unito
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Condizione: Good. Volume 22. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:0521574463. Codice articolo 9980723
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
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Estimation, Inference and Specification Analysis (Paperback)
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Cambridge University Press, Cambridge, 2004
ISBN 10: 0521574463
ISBN 13: 9780521574464
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Paperback. Condizione: new. Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780521574464
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
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Estimation, Inference and Specification Analysis
Editore:
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
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Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 623. Codice articolo C9780521574464
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Estimation, Inference Specification: 22 (Econometric Society Monographs)
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Cambridge University Press 2008-01-12, 2008
ISBN 10: 0521574463
ISBN 13: 9780521574464
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Paperback. Condizione: New. Codice articolo 6666-IUK-9780521574464
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