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 t...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
1994
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| Series: | Econometric Society monographs
22 |
| Subjects: | |
| Online Access: | BSB01 FHN01 UBG01 Volltext |
| Summary: | 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 |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (x, 380 pages) |
| ISBN: | 9781139052238 |
| DOI: | 10.1017/CCOL0521252806 |
Staff View
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| 520 | |a 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 | ||
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| id | DE-604.BV043917809 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:38:30Z |
| institution | BVB |
| isbn | 9781139052238 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029326892 |
| oclc_num | 992923926 |
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| physical | 1 online resource (x, 380 pages) |
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| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Econometric Society monographs |
| spelling | White, Halbert Verfasser aut Estimation, inference, and specification analysis Halbert White Estimation, Inference & Specification Analysis Cambridge Cambridge University Press 1994 1 online resource (x, 380 pages) txt rdacontent c rdamedia cr rdacarrier Econometric Society monographs 22 Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Ökonometrisches Modell Econometric models Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Spezifikation (DE-588)4139161-5 gnd rswk-swf Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Maximum-Likelihood-Schätzung (DE-588)4194624-8 s Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Spezifikation (DE-588)4139161-5 s 2\p DE-604 Ökonometrisches Modell (DE-588)4043212-9 s 3\p DE-604 Erscheint auch als Druckausgabe 978-0-521-25280-5 Erscheint auch als Druckausgabe 978-0-521-57446-4 https://doi.org/10.1017/CCOL0521252806 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | White, Halbert Estimation, inference, and specification analysis Ökonometrisches Modell Econometric models Ökonometrisches Modell (DE-588)4043212-9 gnd Spezifikation (DE-588)4139161-5 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4139161-5 (DE-588)4194624-8 (DE-588)4132280-0 |
| title | Estimation, inference, and specification analysis |
| title_alt | Estimation, Inference & Specification Analysis |
| title_auth | Estimation, inference, and specification analysis |
| title_exact_search | Estimation, inference, and specification analysis |
| title_full | Estimation, inference, and specification analysis Halbert White |
| title_fullStr | Estimation, inference, and specification analysis Halbert White |
| title_full_unstemmed | Estimation, inference, and specification analysis Halbert White |
| title_short | Estimation, inference, and specification analysis |
| title_sort | estimation inference and specification analysis |
| topic | Ökonometrisches Modell Econometric models Ökonometrisches Modell (DE-588)4043212-9 gnd Spezifikation (DE-588)4139161-5 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Ökonometrisches Modell Econometric models Spezifikation Maximum-Likelihood-Schätzung Ökonometrie |
| url | https://doi.org/10.1017/CCOL0521252806 |
| work_keys_str_mv | AT whitehalbert estimationinferenceandspecificationanalysis AT whitehalbert estimationinferencespecificationanalysis |