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 inference. Professor White first explores the underlying motivation for maximum-likelihood estimation, treats the...

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Bibliographic Details
Main Author: White, Halbert
Format: Book
Language:English
Published: Cambridge ; New York : Cambridge University Press, 1994.
Series:Econometric Society monographs ; no. 22
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Call Number: A1:AL24C0 C10496
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