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.
具體描述
讀後感
用戶評價
這本書提齣瞭修正的Fisher矩陣，給齣瞭QMLE的漸進性質等等，在任何一個時間序列分析模型的參數估計中都離不開本書的知識。
评分這本書提齣瞭修正的Fisher矩陣，給齣瞭QMLE的漸進性質等等，在任何一個時間序列分析模型的參數估計中都離不開本書的知識。
评分這本書提齣瞭修正的Fisher矩陣，給齣瞭QMLE的漸進性質等等，在任何一個時間序列分析模型的參數估計中都離不開本書的知識。
评分這本書提齣瞭修正的Fisher矩陣，給齣瞭QMLE的漸進性質等等，在任何一個時間序列分析模型的參數估計中都離不開本書的知識。
评分這本書提齣瞭修正的Fisher矩陣，給齣瞭QMLE的漸進性質等等，在任何一個時間序列分析模型的參數估計中都離不開本書的知識。
相關圖書
本站所有內容均為互聯網搜索引擎提供的公開搜索信息，本站不存儲任何數據與內容，任何內容與數據均與本站無關，如有需要請聯繫相關搜索引擎包括但不限於百度，google,bing,sogou 等
© 2025 onlinetoolsland.com All Rights Reserved. 本本书屋 版权所有