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Estimation, Inference and Specification Analysis
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Estimation, Inference and Specification Analysis Paperback - 1996

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 Paperback
  • Edition [ Edition: first
  • Pages 396
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press, West Nyack, New York, U.S.A.
  • Publication date 1996-06-28
  • ISBN 9780521574464 / 0521574463
  • Weight 1.15 lbs (0.52 kg)
  • Dimensions 8.94 x 6 x 0.77 in (22.71 x 15.24 x 1.96 cm)
  • Category Business / Economics / Finance
  • Dewey Decimal Code 330.015

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Estimation, Inference Specification
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Estimation, Inference Specification

by White

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Estimation, Inference and Specification Analysis (Volume 22)
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Estimation, Inference and Specification Analysis (Volume 22)

by White, H.

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Cambridge University Press, 1996. 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
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Estimation, Inference and Specification Analysis

Estimation, Inference and Specification Analysis

by Halbert White

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Paperback / softback. 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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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, 1996-06-28. paperback. Used: Good. 6.00x0.99x9.00. Buy with confidence. Excellent Customer Service & Return policy.
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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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Cambridge Univ Pr, 1996. Paperback. New. reprint edition. 392 pages. 9.00x6.25x0.75 inches.
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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, 1996-06-28. paperback. New. 6.00x0.99x9.00. Buy with confidence. Excellent Customer Service & Return policy.
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number...
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22) (Volume 0)

by White, Halbert

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Estimation, Inference and Specification Analysis
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Estimation, Inference and Specification Analysis

by Halbert White White Halbert

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Cambridge University Press CUP , pp. 396 . Papeback. New.
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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
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Cambridge University Press, 1996-06-28. Paperback. New. New. In shrink wrap. Looks like an interesting title!
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