Estimation, Inference and Specification Analysis
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 misspecifie...more
Hardcover, 396 pages
Published September 30th 1994 by Cambridge University Press
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