BIBLIO is the largest independent book marketplace in the world, with over 100 million books.

Skip to content

Estimation, Inference and Specification Analysis

Estimation, Inference and Specification Analysis

Estimation, Inference and Specification Analysis
Stock photo: cover may vary

Estimation, Inference and Specification Analysis Hardback -

by Halbert White

Add to wish list
  • New
  • Hardback
New

Description

Cambridge University Press CUP , pp. 396 . Hardback. New.
Ask the seller a question Add to wish list
A$278.44
A$5.76 Delivery within USA
Standard delivery: 9 to 14 days
More delivery options
Ships from Cold Books (New York, United States)

Details

  • Title Estimation, Inference and Specification Analysis
  • Author Halbert White
  • Binding Hardback
  • Edition First Edition
  • Condition New
  • Pages 396
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press CUP , Spain
  • Publication date pp. 396
  • Bookseller's Inventory # 6249296
  • 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
  • Quantity available 4

About Cold Books New York, United States

Biblio member since 2012

Terms of Sale: 30 day return guarantee, with full refund including shipping costs for up to 30 days after delivery if an item arrives misdescribed or damaged.

Browse books from Cold Books

Reader reviews for Estimation, Inference and Specification Analysis

From the publisher

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.
tracking-