Estimation, Inference and Specification Analysis (English, Halbert White | Andrew Chesher | Matthew Jackson)
by Halbert White | Andrew Chesher | Matthew Jackson
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521252805
ISBN-10
0521252806
Author
Halbert White | Andrew Chesher | Matthew Jackson
About the Book
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 int…
ISBN: 9780521252805
ISBN-13: 9780521252805
ISBN-10: 0521252806
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Product ID: isbn-9780521252805
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