This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The anal

This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number o

Comparative study of pure and pretest estimators for a possibly misspecified two-way error component model / Badi H. Baltagi, Georges Bresson, Alain Pirotte --

Matrix algebra; Probability abd distribution theory; Statistical inference; Computation and optimization; The classical multiple linear regression model - speci