01389nam a2200205Ia 4500 CTU_167392 210402s9999 xx 000 0 und d 39.40 330.01 W584 White, Halbert Estimation, inference and specification analysis Halbert White Cambridge Cambridge University Press 1996 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. Mô hình kinh tế,Econometric models Trúc Trung tâm Học liệu Trường Đại học Cần Thơ