Estimation, Inference and Specification Analysis

by Halbert White

Book Overview

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.... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0521574463
• ISBN13: 9780521574464
• Release Date: June 1996
• Publisher: Cambridge University Press
• Length: 396 Pages
• Weight: 1.15 lbs.
• Dimensions: 0.8" x 6.0" x 8.9"