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Viac informácií o knihe Estimation, Inference and Specification Analysis

• Parametre knihy
• Anotácia kniha
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Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Estimation, Inference and Specification Analysis
• Autor: White, Halbert (University of California, San Diego)
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 396
• EAN: 9780521574464
• ISBN: 0521574463
• ID: 02035817
• Nakladateľ: Cambridge University Press
• Hmotnosť: 614 g
• Rozmery: 229 × 153 × 21 mm
• Dátum vydania: 28. June 1996

Obľúbené z iného súdka

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