Contatto
Come acquistare
Consegna
Guida all'acquisto
Estimation, Inference and Specification Analysis
Inglese
150 b
30 giorni per il reso
I clienti hanno acquistato anche
/
In brossura
49.19
€
/
In brossura
18.09
€
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. Although the theory presented in the book is motivated by econometric problems, its applicability is by no means restricted to economics. Subject to defined limitations, the theory applies to any scientific context in which statistical analysis is conducted using approximate models.
Informazioni sul libro
Inglese
Regala questo libro oggi stesso
È facile
1 Aggiungi il libro al carrello e scegli la consegna come regalo 2 Ti invieremo subito il buono 3 Il libro arriverà all'indirizzo del destinatarioPotrebbe interessarti anche
/
In brossura
15.09
€
/
Rigido
107.29
€
Ciao! Sono Libroamiko, il tuo consulente di libri.
Come posso aiutarti?