Estimation, Inference and Specification Analysis: 22 (Econometric Society Monographs, Series Number 22) - Hardcover
Synopsis
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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Review
'... 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
Book 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 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.
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Estimation, Inference and Specification Analysis: 22 (Econometric Society Monographs, Series Number 22)
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Estimation, inference and specification analysis.
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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)
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ISBN 10: 0521252806
ISBN 13: 9780521252805
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Estimation, Inference and Specification Analysis: 22 (Econometric Society Monographs, Series Number 22)
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ISBN 13: 9780521252805
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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
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
Published by
Cambridge University Press, 1994
ISBN 10: 0521252806
ISBN 13: 9780521252805
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Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
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ISBN 13: 9780521252805
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Estimation, Inference and Specification Analysis (Hardcover)
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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 multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521252805