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

Name: Misspecification Tests in Econometrics
Brand: Cambridge University Press
SKU: 9780521266161
Price: 8150 KES
Availability: OutOfStock
ISBN: 9780521266161

by L. G. Godfrey

Book Details

Format Hardback

Book Series Econometric Society Monographs

ISBN-10 0521266165

ISBN-13 9780521266161

Publisher Cambridge University Press

Imprint Cambridge University Press

Country of Manufacture US

Country of Publication GB

Publication Date Feb 24th, 1989

Print length 264 Pages

Weight 459 grams

Product Classification: Econometrics

KSh 8,150.00

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This book brings together many results from the growing literature in econometrics on misspecification testing, providing theoretical analyses and convenient methods for application.

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.

Get Misspecification Tests in Econometrics by L. G. Godfrey at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Cambridge University Press and it has 264 pages.