Estimation, Inference and Specification Analysis (Hardcover)
Language: English
Published by Cambridge University Press, Cambridge, 1994
- Hardcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 102.99
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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
- Title
- Estimation, Inference and Specification Analysis (Hardcover)
- Author
- Halbert White
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 1994
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0521252806
- ISBN 13
- 9780521252805
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CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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| Item | 7 to 14 business days | 7 to 60 business days |
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| First item | £ 37.00 | £ 37.00 |
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