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portada Misspecification Tests in Econometrics Paperback: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs)
Type
Physical Book
Author
Publisher
Year
1991
Language
English
Pages
268
Format
Paperback
Dimensions
22.7x15.2x1.4 cm
Weight
0.36 kg.
ISBN
0521424593
ISBN13
9780521424592
Categories

Misspecification Tests in Econometrics Paperback: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs)

L. G. Godfrey (Author) · Cambridge University Press · Paperback

Misspecification Tests in Econometrics Paperback: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs) - Godfrey, L. G.

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Synopsis "Misspecification Tests in Econometrics Paperback: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs) "

By bringing together results from the growing literature in econometrics on misspecification testing, this study provides theoretical analyses and convenient methods for the implementation of tests in applied work. Although the main emphasis is on the Lagrange multiplier principle, several other approaches are discussed and the relationships among different methods are examined. The author reviews general checks of model adequacy that do not involve the 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. This wide-ranging but integrated book will be useful to a wide audience of applied and theoretical researchers, graduate students, and professional economists.

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