Estimation, inference and specification analysis

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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile nagusia: White, Halbert
Formatua: Liburua
Hizkuntza:Undetermined
Argitaratua: Cambridge Cambridge University Press 1996
Gaiak:
Mô hình kinh tế,Econometric models
Etiketak: Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
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020 |c 39.40 
082 |a 330.01 
082 |b W584 
100 |a White, Halbert 
245 0 |a Estimation, inference and specification analysis 
245 0 |c Halbert White 
260 |a Cambridge 
260 |b Cambridge University Press 
260 |c 1996 
520 |a 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 the interpretation of the maximum-likelihood estimator (MLE) for misspecified probability models and gives the conditions under which parameters of interest can be consistently estimated despite misspecification and the consequences of misspecification for hypothesis testing in estimating the asymptotic covariance matrix of the parameters. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated and offers a variety of tests for misspecification. 
650 |a Mô hình kinh tế,Econometric models 
904 |i Trúc 
980 |a Trung tâm Học liệu Trường Đại học Cần Thơ 

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