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9780521252805

Estimation, Inference and Specification Analysis

Estimation, Inference and Specification Analysis
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Product details

  • ISBN-13: 9780521252805
  • ISBN: 0521252806
  • Publisher: Cambridge University Press

AUTHOR

White, Halbert, Hammond, Peter, Holly, Alberto

SUMMARY

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.White, Halbert is the author of 'Estimation, Inference and Specification Analysis' with ISBN 9780521252805 and ISBN 0521252806.

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