Estimation, Inference and Specification Analysis
| Author | : Halbert White |
| Publisher | : Cambridge University Press |
| Total Pages | : 396 |
| Release | : 1996-06-28 |
| ISBN-10 | : 0521574463 |
| ISBN-13 | : 9780521574464 |
| Rating | : 4/5 (464 Downloads) |
Book Synopsis Estimation, Inference and Specification Analysis by : Halbert White
Download or read book Estimation, Inference and Specification Analysis written by Halbert White and published by Cambridge University Press. This book was released on 1996-06-28 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.