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.
"synopsis" may belong to another edition of this title.
'... 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
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.
"About this title" may belong to another edition of this title.
Seller: MB Books, Derbyshire, United Kingdom
Hardcover. Condition: Good. No Jacket. Condition : Good. Former-university library copy with associated library stamps etc. Hard cover, no jacket. 380pp. No highlighting or annotations to text. Please note the image is a stock photo - not the actual copy. Seller Inventory # 942795
Seller: Emile Kerssemakers ILAB, Heerlen, Netherlands
23 cm. original cloth, dustjacket. x,380 pp. references. index. "Econometric Society Monographs". -(very) good. 655g. Seller Inventory # 72595
Quantity: 1 available
Seller: Zoom Books Company, Lynden, WA, U.S.A.
Condition: very_good. Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service. Seller Inventory # ZBV.0521252806.VG
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Condition: New. In. Seller Inventory # ria9780521252805_new
Quantity: Over 20 available
Seller: California Books, Miami, FL, U.S.A.
Condition: New. Seller Inventory # I-9780521252805
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Condition: 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. Series Editor(s): Chesher, Andrew; Jackson, Matthew O. Series: Econometric Society Monographs. Num Pages: 396 pages, black & white illustrations. BIC Classification: KCH; PBT. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 25. Weight in Grams: 641. . 1994. hardcover. . . . . Seller Inventory # V9780521252805
Quantity: Over 20 available
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.
hardcover. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # SL-9780521252805
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.
hardcover. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-0521252806
Seller: CitiRetail, Stevenage, United Kingdom
Hardcover. Condition: new. Hardcover. 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521252805
Quantity: 1 available
Seller: Kennys Bookstore, Olney, MD, U.S.A.
Condition: 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. Series Editor(s): Chesher, Andrew; Jackson, Matthew O. Series: Econometric Society Monographs. Num Pages: 396 pages, black & white illustrations. BIC Classification: KCH; PBT. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 25. Weight in Grams: 641. . 1994. hardcover. . . . . Books ship from the US and Ireland. Seller Inventory # V9780521252805