Kontakt
Jak nakupovat
Doručení
Nákupní rádce
Estimation, Inference and Specification Analysis
Angličtina
269 b
Až 30 dní na vrácení zboží
Zákazníci také koupili
/
Brožovaná
392
Kč
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.
Informace o knize
Angličtina
Darujte tuto knihu ještě dnes
Je to snadné
1 Přidejte knihu do košíku a zvolte doručit jako dárek 2 Obratem vám zašleme poukaz 3 Kniha dorazí na adresu obdarovanéhoMohlo by vás také zajímat
/
Brožovaná
582
Kč
/
Pevná
1 491
Kč
/
Pevná
1 054
Kč
Ahoj! Jsem Libroamiko, tvůj knižní rádce.
Jak ti můžu pomoct?