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Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches Book

Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches
Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches, 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 Lag, Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches has a rating of 4.5 stars
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Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches, 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 Lag, Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches
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  • Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches
  • Written by author L. G. Godfrey
  • Published by Cambridge University Press, July 1991
  • 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 Lag
  • This book brings together many results from the growing literature in econometrics on misspecification testing, providing theoretical analyses and convenient methods for application.
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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.


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Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches, 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 Lag, Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches

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Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches, 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 Lag, Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches

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Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches, 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 Lag, Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches

Misspecification Tests in Econometrics: The LaGrange Multiplier Principle and Other Approaches

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