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9781139052238

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'... contains much material of interest to econometricians … a useful source book for researchers, instructors and graduate students and essential reading for those interested in the effects of misspecification.' Econometric Theory

'... contains much material of interest to econometricians ... a useful source book for researchers, instructors and graduate students and essential reading for those interested in the effects of misspecification.' Econometric Theory ...this often elegant and rigorous treatment of a wide variety of theoretical issues related to likelihood methods represents a useful contribution to the theoretical econometric literature on estimation and inference in possible misspecified models. The book should prove to be a useful reference book for econometric theorists. It should also be a useful reference and text for advanced graduate students wanting to learn about likelihood methods as well as the process of rigourous analysis of econometric methods in general. Journal of Economic Literature

'... contains much material of interest to econometricians ... a useful source book for researchers, instructors and graduate students and essential reading for those interested in the effects of misspecification.' Econometric Theory

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