Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge [u.a.]
Cambridge Univ. Press
1995
|
| Edition: | 1. publ., reprint. |
| Series: | Econometric Society: Econometric Society monographs
22 |
| Subjects: | |
| Physical Description: | X, 380 S. |
| ISBN: | 0521252806 |
Staff View
MARC
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| 100 | 1 | |a White, Halbert |d 1950-2012 |e Verfasser |0 (DE-588)121759946 |4 aut | |
| 245 | 1 | 0 | |a Estimation, inference and specification analysis |c Halbert White |
| 250 | |a 1. publ., reprint. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 1995 | |
| 300 | |a X, 380 S. | ||
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| 490 | 1 | |a Econometric Society: Econometric Society monographs |v 22 | |
| 520 | 1 | |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 inference. 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. He then investigates the limiting distribution of the MLE under misspecification, the conditions under which MLE efficiency is not affected despite misspecification and the consequences of misspecification for hypothesis testing in estimating the asymptotic covariance matrix of the parameters. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated and offers a variety of tests for misspecification." "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."--BOOK JACKET. | |
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| building | Verbundindex |
| bvnumber | BV042010698 |
| callnumber-first | H - Social Science |
| callnumber-label | HB141 |
| callnumber-raw | HB141.W548 1994 |
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| ctrlnum | (OCoLC)231632927 (DE-599)BVBBV042010698 |
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| dewey-ones | 330 - Economics |
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| dewey-sort | 3330 11 45195 220 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. publ., reprint. |
| format | Book |
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| id | DE-604.BV042010698 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:00:02Z |
| institution | BVB |
| isbn | 0521252806 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027452576 |
| oclc_num | 231632927 |
| open_access_boolean | |
| owner | DE-11 |
| owner_facet | DE-11 |
| physical | X, 380 S. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| series | Econometric Society: Econometric Society monographs |
| series2 | Econometric Society: Econometric Society monographs |
| spelling | White, Halbert 1950-2012 Verfasser (DE-588)121759946 aut Estimation, inference and specification analysis Halbert White 1. publ., reprint. Cambridge [u.a.] Cambridge Univ. Press 1995 X, 380 S. txt rdacontent n rdamedia nc rdacarrier Econometric Society: Econometric Society monographs 22 "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 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. He then investigates the limiting distribution of the MLE under misspecification, the conditions under which MLE efficiency is not affected despite misspecification and the consequences of misspecification for hypothesis testing in estimating the asymptotic covariance matrix of the parameters. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated and offers a variety of tests for misspecification." "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."--BOOK JACKET. Econometrische modellen gtt Modèles économétriques Statistische analyse gtt Ökonometrisches Modell Econometric models Spezifikation (DE-588)4139161-5 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Spezifikation (DE-588)4139161-5 s Ökonometrie (DE-588)4132280-0 s Maximum-Likelihood-Schätzung (DE-588)4194624-8 s Econometric Society: Econometric Society monographs 22 (DE-604)BV000018129 22 |
| spellingShingle | White, Halbert 1950-2012 Estimation, inference and specification analysis Econometric Society: Econometric Society monographs Econometrische modellen gtt Modèles économétriques Statistische analyse gtt Ökonometrisches Modell Econometric models Spezifikation (DE-588)4139161-5 gnd Ökonometrie (DE-588)4132280-0 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
| subject_GND | (DE-588)4139161-5 (DE-588)4132280-0 (DE-588)4043212-9 (DE-588)4194624-8 |
| title | Estimation, inference and 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 | Econometrische modellen gtt Modèles économétriques Statistische analyse gtt Ökonometrisches Modell Econometric models Spezifikation (DE-588)4139161-5 gnd Ökonometrie (DE-588)4132280-0 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
| topic_facet | Econometrische modellen Modèles économétriques Statistische analyse Ökonometrisches Modell Econometric models Spezifikation Ökonometrie Maximum-Likelihood-Schätzung |
| volume_link | (DE-604)BV000018129 |
| work_keys_str_mv | AT whitehalbert estimationinferenceandspecificationanalysis |