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...

Full description

Saved in:
Bibliographic Details
Main Author: White, Halbert
Format: Book
Language:Undetermined
Published: Cambridge Cambridge University Press 1996
Subjects:
Tags: Add Tag
No Tags, Be the first to tag this record!
Institutions: Trung tâm Học liệu Trường Đại học Cần Thơ