Estimation, Inference and Specification Analysis pdf epub mobi txt 电子书下载 2024

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Halbert White

Cambridge University Press

1996-6-28

396

USD 46.00

Paperback

9780521574464

图书标签: 计量经济学时间序列分析数学

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发表于2024-12-27

Estimation, Inference and Specification Analysis epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Estimation, Inference and Specification Analysis pdf epub mobi txt 电子书下载 2024

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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.

Estimation, Inference and Specification Analysis 下载 mobi epub pdf txt 电子书