Items related to Estimation, Inference and Specification Analysis (Econometri...
Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22) - Hardcover
Synopsis
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.
"synopsis" may belong to another edition of this title.
Book Description
This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated.
Review
"...this often elegant and rigorous treatment of a wide variety of theoretical issues related to likelihood methods represents a useful contribution to the theoretical econometric literature on estimation and inference in possible misspecified models. The book should prove to be a useful reference book for econometric theorists. It should also be a useful reference and text for advanced graduate students wanting to learn about likelihood methods as well as the process of rigourous analysis of econometric methods in general." Journal of Economic Literature
"About this title" may belong to another edition of this title.
- PublisherCambridge University Press
- Publication date1994
- ISBN 10 0521252806
- ISBN 13 9780521252805
- BindingHardcover
- LanguageEnglish
- Number of pages396
Search results for Estimation, Inference and Specification Analysis (Econometri...
Stock Image
Estimation, Inference and Specification Analysis
Published by
Cambridge University Press, 1994
ISBN 10: 0521252806
ISBN 13: 9780521252805
Used
Hardcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Seller Inventory # GRP85840795
Quantity: 1 available
Stock Image
Estimation, Inference and Specification Analysis: 22 (Econometric Society Monographs, Series Number 22)
Published by
Cambridge University Press, 1994
ISBN 10: 0521252806
ISBN 13: 9780521252805
Used
Hardcover
Seller: MB Books, Derbyshire, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. No Jacket. Condition : Good. Former-university library copy with associated library stamps etc. Hard cover, no jacket. 380pp. No highlighting or annotations to text. Please note the image is a stock photo - not the actual copy. Seller Inventory # 942795
Quantity: 1 available
Seller Image
Estimation, inference and specification analysis.
Seller: Emile Kerssemakers ILAB, Heerlen, Netherlands
Seller rating 5 out of 5 stars
23 cm. original cloth, dustjacket. x,380 pp. references. index. "Econometric Society Monographs". -(very) good. 655g. Seller Inventory # 72595
Quantity: 1 available
Stock Image
Estimation, Inference and Specification Analysis (Econometric Society Monographs)
Published by
Cambridge University Press September 1994, 1994
ISBN 10: 0521252806
ISBN 13: 9780521252805
Used
Hardcover
Seller: Pelican Bay Books, Anacortes, WA, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. Seller Inventory # 150907
Quantity: 1 available
Stock Image
Estimation, inference, and specification analysis /
Published by
Cambridge University Press,, Cambridge :, 1994
ISBN 10: 0521252806
ISBN 13: 9780521252805
Used
Hardcover
Seller: Puvill Libros, Barcelona, BCN, Spain
Seller rating 2 out of 5 stars
Seller Inventory # 9780521252805
Quantity: 1 available
Stock Image
Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
Published by
Cambridge University Press, 1994
ISBN 10: 0521252806
ISBN 13: 9780521252805
New
Hardcover
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2215580247960
Quantity: Over 20 available
Stock Image
Estimation, Inference and Specification Analysis
Print on DemandSeller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: Brand New. 380 pages. 9.50x6.50x1.00 inches. In Stock. This item is printed on demand. Seller Inventory # __0521252806
Quantity: 1 available
Stock Image
Estimation, Inference and Specification Analysis (Hardcover)
Published by
Cambridge University Press, Cambridge, 1994
ISBN 10: 0521252806
ISBN 13: 9780521252805
New
Hardcover
Seller: Grand Eagle Retail, Fairfield, OH, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521252805
Quantity: 1 available
Stock Image
Estimation, Inference and Specification Analysis
Published by
Cambridge University Press CUP, 1994
ISBN 10: 0521252806
ISBN 13: 9780521252805
New
Hardcover
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 396. Seller Inventory # 26260579
Quantity: 4 available
Seller Image
Estimation, Inference and Specification Analysis
Published by
Cambridge University Press, 1994
ISBN 10: 0521252806
ISBN 13: 9780521252805
New
Hardcover
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book examines the consequences of misspecifications from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference.Inhaltsverzeichnis1. Introductory remarks. Seller Inventory # 446930170
Quantity: Over 20 available