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 ...
Read More
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.
Read Less
Add this copy of Estimation, Inference and Specification Analysis to cart. $27.81, good condition, Sold by ThriftBooks-Atlanta rated 5.0 out of 5 stars, ships from Brownstown, MI, UNITED STATES, published 1996 by Cambridge University Press.
Add this copy of Estimation, Inference and Specification Analysis to cart. $47.09, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 1996 by Cambridge University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). Contains: Unspecified. Econometric Society Monographs . Includes unspecified. Intended for professional and scholarly audience.
Add this copy of Estimation, Inference and Specification Analysis to cart. $47.96, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1994 by Cambridge University Press.
Add this copy of Estimation, Inference and Specification Analysis to cart. $54.40, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1996 by Cambridge University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Volume 22. This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 600grams, ISBN: 0521574463.
Add this copy of Estimation, Inference and Specification Analysis to cart. $58.68, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 1996 by Cambridge University Press.
Add this copy of Estimation, Inference and Specification Analysis to cart. $66.26, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1996 by Cambridge University Press.
Add this copy of Estimation, Inference and Specification Analysis to cart. $67.45, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 1996 by Cambridge University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). Contains: Unspecified. Econometric Society Monographs . Includes unspecified. Intended for professional and scholarly audience.
Add this copy of Estimation, Inference and Specification Analysis to cart. $72.36, new condition, Sold by Revaluation Books rated 4.0 out of 5 stars, ships from Exeter, DEVON, UNITED KINGDOM, published 1996 by Cambridge Univ Pr.
Add this copy of Estimation, Inference and Specification Analysis to cart. $87.07, new condition, Sold by GridFreed rated 4.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1994 by Cambridge University Press.
Add this copy of Estimation, Inference and Specification Analysis to cart. $90.15, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1994 by Cambridge University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Econometric Society Monographs . Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.