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Estimation, Inference and Specification Analysis
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Estimation, Inference and Specification Analysis Hardback - 1994

by Halbert White

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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.

Details

  • Title Estimation, Inference and Specification Analysis
  • Author Halbert White
  • Binding Hardback
  • Edition First Edition
  • Pages 396
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press, Spain
  • Publication date 1994-09-30
  • ISBN 9780521252805 / 0521252806
  • Weight 1.65 lbs (0.75 kg)
  • Dimensions 9 x 6 x 1 in (22.86 x 15.24 x 2.54 cm)
  • Category Business / Economics / Finance
  • Library of Congress subjects Econometric models
  • Library of Congress Catalogue Number 92030563
  • Dewey Decimal Code 330.015

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Estimation, inference and specification analysis.

Estimation, inference and specification analysis.

by WHITE, H.

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9780521252805 / 0521252806
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Cambridge: UP, 1994. 23 cm. original cloth, dustjacket. x,380 pp. references. index. "Econometric Society Monographs". -(very) good.
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Estimation, Inference and Specification Analysis

Estimation, Inference and Specification Analysis

by Halbert White

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Hardback. 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.
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Estimation, Inference and Specification Analysis

Estimation, Inference and Specification Analysis

by Halbert White

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Hardcover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; 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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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)

by White, Halbert

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Cambridge University Press, 1994-09-30. hardcover. Used: Good. 6.50x1.00x9.50. Buy with confidence. Excellent Customer Service & Return policy.
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)

by White, Halbert

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Cambridge University Press, 1994-09-30. hardcover. New. 6.50x1.00x9.50. Buy with confidence. Excellent Customer Service & Return policy.
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)

by White, Halbert

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hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)

by White, Halbert

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Cambridge University Press, 1994-09-30. hardcover. New. In shrink wrap. Looks like an interesting title!
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)

by White, Halbert

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ISBN 10 / ISBN 13
9780521252805 / 0521252806
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Cambridge University Press, 1994-09-30. Hardcover. New. In shrink wrap. Looks like an interesting title!
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Estimation, Inference and Specification Analysis
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Estimation, Inference and Specification Analysis

by Halbert White

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ISBN 10 / ISBN 13
9780521252805 / 0521252806
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Cambridge University Press CUP , pp. 396 . Hardback. New.
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