Format:
1 Online-Ressource (x, 380 pages)
,
digital, PDF file(s)
ISBN:
9781139052238
Series Statement:
Econometric Society monographs 22
Content:
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
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Additional Edition:
ISBN 9780521252805
Additional Edition:
ISBN 9780521574464
Additional Edition:
Print version ISBN 9780521252805
Language:
English
DOI:
10.1017/CCOL0521252806
URL:
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