Estimation, Inference and Specification Analysis |
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| Author:
| White, Halbert |
| Contribution by:
| Hammond, Peter
Holly, Alberto
Chesher, Andrew
Jackson, Matthew |
| Series title: | Econometric Society Monographs |
| ISBN: | 978-0-521-25280-5 |
| Publication Date: | Sep 1994 |
| Publisher: | Cambridge University Press
|
| Book Format: | Hardback |
| List Price: | USD $120.00 |
Book Description:
|
This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated.
This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated.