Estimation, Inference and Specification Analysis (English, Halbert White | Andrew Chesher | Matthew Jackson)
by Halbert White | Andrew Chesher | Matthew Jackson
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About the Book
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 int…
ISBN: 9780521252805
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