Misspecification Tests in Econometrics : The Lagrange Multiplier Principle and Other Approaches
Book Details
Format
Hardback or Cased Book
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.
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