Estimation, Inference and Specification Analysis

(Book #22 in the Econometric Society Monographs Series)

by Halbert White

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Book Overview

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...

Format:Paperback

Language:English

ISBN:0521574463

ISBN13:9780521574464

Release Date:June 1996

Publisher:Cambridge University Press

Length:396 Pages

Weight:1.15 lbs.

Dimensions:0.8" x 6.0" x 8.9"

Related Subjects

Business Business & Finance Business & Investing Econometrics Economics Math Mathematics Popular Economics Science & Math

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Estimation, Inference and Specification Analysis

(Book #22 in the Econometric Society Monographs Series)

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