Author : Halbert White
Publisher : Cambridge University Press
Page : 396 pages
File Size : 46,58 MB
Release : 1996-06-28
Category : Business & Economics
ISBN : 9780521574464
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.