Estimation, inference and specification analysis

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 t...

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Detalles Bibliográficos
Autor principal: White, Halbert
Formato: Libro
Lenguaje:Undetermined
Publicado: Cambridge Cambridge University Press 1996
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