Title: Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
Publisher: Cambridge University Press
Publication Date: 1996
Language: English
ISBN 10: 0521574463
ISBN 13: 9780521574464
Binding: Soft cover
Condition: New

About this title

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.

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

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