Estimation, Inference and Specification Analysis

Released on by Halbert White
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  • Estimation, Inference and Specification Analysis Book Detail

  • Author : Halbert White
  • Release Date : 1996-06-28
  • Publisher : Cambridge University Press
  • Genre : Business & Economics
  • Pages : 396
  • ISBN 13 : 9780521574464
  • File Size : 33,33 MB
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Estimation, Inference and Specification Analysis by Halbert White PDF Summary

Book Description: 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.

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Matrix algebra; Probability abd distribution theory; Statistical inference; Computation and optimization; The classical multiple linear regression model - speci