Items related to Estimation, Inference and Specification Analysis (Econometri...
Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22) - Softcover
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 date1996
- ISBN 10 0521574463
- ISBN 13 9780521574464
- BindingPaperback
- LanguageEnglish
- Number of pages396
Search results for Estimation, Inference and Specification Analysis (Econometri...
Stock Image
Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
Published by
Cambridge University Press, 2004
ISBN 10: 0521574463
ISBN 13: 9780521574464
Used
Softcover
Seller: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
Seller rating 5 out of 5 stars
Condition: Fine. *FREE DOMESTIC SHIPPING until Monday, April 7* 396 pp., paperback, near fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Seller Inventory # ZB1317802
Quantity: 1 available
Stock Image
Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
Published by
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
Used
Softcover
Seller: Book Deals, Tucson, AZ, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. Very Good condition. Shows only minor signs of wear, and very minimal markings inside (if any). 1.48. Seller Inventory # 353-0521574463-vrg
Quantity: 1 available
Seller Image
Estimation, inference and specification analysis.
Published by
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
Used
Softcover
Seller: Emile Kerssemakers ILAB, Heerlen, Netherlands
Seller rating 5 out of 5 stars
Paperback. x,380 pp.; 22.5x15 cm. " Econometric Society Monographs 22 " Text in English. Very good, see picture 520g. Seller Inventory # 73755
Quantity: 1 available
Stock Image
Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
Published by
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
New
Softcover
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2416190007846
Quantity: Over 20 available
Stock Image
Estimation, Inference and Specification Analysis (Volume 22)
Published by
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
Used
Softcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. Volume 22. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:0521574463. Seller Inventory # 9980723
Quantity: 1 available
Stock Image
Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
Published by
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
New
Softcover
Seller: Book Deals, Tucson, AZ, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. New! This book is in the same immaculate condition as when it was published 1.48. Seller Inventory # 353-0521574463-new
Quantity: 1 available
Stock Image
Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
Published by
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
New
Softcover
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9780521574464
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
Paperback. Condition: Brand New. reprint edition. 392 pages. 9.00x6.25x0.75 inches. In Stock. This item is printed on demand. Seller Inventory # __0521574463
Quantity: 1 available
Stock Image
Estimation, Inference and Specification Analysis (Econometric Society Monographs, Series Number 22)
Published by
Cambridge University Press, 1996
ISBN 10: 0521574463
ISBN 13: 9780521574464
New
Softcover
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9780521574464_new
Quantity: Over 20 available
Stock Image
Estimation, Inference Specification: 22 (Econometric Society Monographs)
Published by
Cambridge University Press 2008-01-12, 2008
ISBN 10: 0521574463
ISBN 13: 9780521574464
New
Paperback
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Seller Inventory # 6666-IUK-9780521574464
Quantity: 10 available