Estimation, Inference and Specification Analysis

Estimation, Inference and Specification Analysis
Author :
Publisher : Cambridge University Press
Total Pages : 396
Release :
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.


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