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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Detalhes bibliográficos
Autor principal:	White, Halbert
Formato:	Livro
Idioma:	Undetermined
Publicado em:	Cambridge Cambridge University Press 1996
Assuntos:	Mô hình kinh tế,Econometric models
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Thư viện lưu trữ:	Trung tâm Học liệu Trường Đại học Cần Thơ

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Estimation, inference and specification analysis

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