Estimation, Inference and Specification Analysis
Author | : Halbert White |
Publisher | : Cambridge University Press |
Total Pages | : 396 |
Release | : 1996-06-28 |
Genre | : Business & Economics |
ISBN | : 9780521574464 |
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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.