Call Boomerang Books 1300 36 33 32

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. Although the theory presented in the book is motivated by econometric problems, its applicability is by no means restricted to economics. Subject to defined limitations, the theory applies to any scientific context in which statistical analysis is conducted using approximate models.

Buy Estimation, Inference and Specification Analysis book by Halbert White from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780521252805
ISBN-10: 0521252806
Format: Hardback
(228mm x 152mm x 25mm)
Pages: 396
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 30-Sep-1994
Country of Publication: United Kingdom

Other Editions

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Estimation, Inference and Specification Analysis book by Halbert White and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review


Books By Author Halbert White

Dynamic Econometric Modeling by Halbert White

Dynamic Econometric Modeling

Paperback, November 2005
$103.50
Cointegration, Causality, and Forecasting by Halbert White

Cointegration, Causality, and Forecasting

Hardback, October 1999
$277.16