Misspecification Tests in Econometrics : The Lagrange Multiplier Principle and Other Approaches Paperback / softback
by L. G. (University of York) Godfrey
Part of the Econometric Society Monographs series
Paperback / softback
Description
Misspecification tests play an important role in detecting unreliable and inadequate economic models.
This book brings together many results from the growing literature in econometrics on misspecification testing.
It provides theoretical analyses and convenient methods for application.
The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered.
The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis.
General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:268 pages, Worked examples or Exercises
- Publisher:Cambridge University Press
- Publication Date:26/07/1991
- Category:
- ISBN:9780521424592
Information
-
Out of stock
- Format:Paperback / softback
- Pages:268 pages, Worked examples or Exercises
- Publisher:Cambridge University Press
- Publication Date:26/07/1991
- Category:
- ISBN:9780521424592
