Estimation, Inference and Specification Analysis Hardback
by Halbert (University of California, San Diego) White
Part of the Econometric Society Monographs series
Hardback
- Information
Description
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.
Although the theory presented in the book is motivated by econometric problems, its applicability is by no means restricted to economics.
Subject to defined limitations, the theory applies to any scientific context in which statistical analysis is conducted using approximate models.
Information
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Out of StockMore expected soonContact us for further information
- Format:Hardback
- Pages:396 pages
- Publisher:Cambridge University Press
- Publication Date:30/09/1994
- Category:
- ISBN:9780521252805
Information
-
Out of StockMore expected soonContact us for further information
- Format:Hardback
- Pages:396 pages
- Publisher:Cambridge University Press
- Publication Date:30/09/1994
- Category:
- ISBN:9780521252805
