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

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发表于2024-12-25

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

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出版者:Cambridge University Press

作者:Halbert White

出品人:

页数:396

译者:

出版时间:1996-6-28

价格:USD 46.00

装帧:Paperback

isbn号码:9780521574464

丛书系列:

图书标签: 计量经济学时间序列分析数学

Estimation, Inference and Specification Analysis 2024 pdf epub mobi 电子书图书描述

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 2024 pdf epub mobi 电子书

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