圖書標籤: 計量 經濟學 時間序列分析 數學
发表于2024-11-13
Estimation, Inference and Specification Analysis pdf epub mobi txt 電子書 下載 2024
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.
這本書提齣瞭修正的Fisher矩陣,給齣瞭QMLE的漸進性質等等,在任何一個時間序列分析模型的參數估計中都離不開本書的知識。
評分這本書提齣瞭修正的Fisher矩陣,給齣瞭QMLE的漸進性質等等,在任何一個時間序列分析模型的參數估計中都離不開本書的知識。
評分這本書提齣瞭修正的Fisher矩陣,給齣瞭QMLE的漸進性質等等,在任何一個時間序列分析模型的參數估計中都離不開本書的知識。
評分這本書提齣瞭修正的Fisher矩陣,給齣瞭QMLE的漸進性質等等,在任何一個時間序列分析模型的參數估計中都離不開本書的知識。
評分這本書提齣瞭修正的Fisher矩陣,給齣瞭QMLE的漸進性質等等,在任何一個時間序列分析模型的參數估計中都離不開本書的知識。
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Estimation, Inference and Specification Analysis pdf epub mobi txt 電子書 下載 2024