Estimation, Inference and Specification Analysis

Estimation, Inference and Specification Analysis
Author :
Publisher : Cambridge University Press
Total Pages : 396
Release :
ISBN-10 : 0521574463
ISBN-13 : 9780521574464
Rating : 4/5 (464 Downloads)

Book Synopsis Estimation, Inference and Specification Analysis by : Halbert White

Download or read book Estimation, Inference and Specification Analysis written by Halbert White and published by Cambridge University Press. This book was released on 1996-06-28 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Estimation, Inference and Specification Analysis Related Books

Estimation, Inference and Specification Analysis
Language: en
Pages: 396
Authors: Halbert White
Categories: Business & Economics
Type: BOOK - Published: 1996-06-28 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The anal
Topics in Advanced Econometrics
Language: en
Pages: 274
Authors: Herman J. Bierens
Categories: Business & Economics
Type: BOOK - Published: 1996-02-23 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A rigorous treatment of a number of timely topics in advanced econometrics.
The Refinement of Econometric Estimation and Test Procedures
Language: en
Pages: 418
Authors: Garry D. A. Phillips
Categories: Business & Economics
Type: BOOK - Published: 2012-08-09 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book was first published in 2007. The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much economet
Statistical Inference as Severe Testing
Language: en
Pages: 503
Authors: Deborah G. Mayo
Categories: Mathematics
Type: BOOK - Published: 2018-09-20 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Mounting failures of replication in social and biological sciences give a new urgency to critically appraising proposed reforms. This book pulls back the cover
The SAGE Handbook of Regression Analysis and Causal Inference
Language: en
Pages: 425
Authors: Henning Best
Categories: Social Science
Type: BOOK - Published: 2013-12-20 - Publisher: SAGE

DOWNLOAD EBOOK

′The editors of the new SAGE Handbook of Regression Analysis and Causal Inference have assembled a wide-ranging, high-quality, and timely collection of articl