Misspecification Tests in Econometrics - The Lagrange Multiplier Principle and Other Approaches

Zusammenfassung This book brings together many results from the growing literature in econometrics on misspecification testing! providing theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle. Inhaltsverzeichnis Preface; 1. Approaches to testing the hypothesis of adequate specification; 2. Inequalities between criteria for testing hypotheses in linear regression models; 3. The Lagrange multiplier test and testing for misspecification: an extended analysis; 4. Tests for misspecification of regression equations; 5. Tests for misspecification of simultaneous equation models; 6. Tests for qualitative and limited dependent variable models; Bibliography; Index.

Produktdetails

• Autoren: L. G. Godfrey, L. G. (University of York) Godfrey, Godfrey L. G.
• Mitarbeit: Andrew Chesher (Herausgeber)
• Verlag: Cambridge University Press ELT
• Sprache: Englisch
• Produktform: Taschenbuch
• Erschienen: 26.07.1991
• EAN: 9780521424592
• ISBN: 978-0-521-42459-2
• Seiten: 268
• Serie: Esm
• Thema: Sozialwissenschaften, Recht,Wirtschaft > Wirtschaft > Volkswirtschaft