Fr. 86.50

L. G. Godfrey, L. G. (University of York) Godfrey, Godfrey L. G., Andrew Chesher

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

English · Paperback / Softback

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Description

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.

Product details

Authors	L. G. Godfrey, L. G. (University of York) Godfrey, Godfrey L. G.
Assisted by	Andrew Chesher (Editor)
Publisher	Cambridge University Press ELT

Languages	English
Product format	Paperback / Softback
Released	26.07.1991

EAN	9780521424592
ISBN	978-0-521-42459-2
No. of pages	268
Series	Esm
Subject	Social sciences, law, business > Business > Economics

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