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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Bibliographische Detailangaben
1. Verfasser: White, Halbert
Format: Buch
Sprache:Undetermined
Veröffentlicht: Cambridge Cambridge University Press 1996
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