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Estimation, Inference and Specification Analysis (Econometric Society Monographs)
Estimation Inference and Specification Analysis - Econometric Society Monographs
Author: Halbert White
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 est...  more »
ISBN-13: 9780521574464
ISBN-10: 0521574463
Publication Date: 6/28/1996
Pages: 392
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Publisher: Cambridge University Press
Book Type: Paperback
Other Versions: Hardcover
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