Misspecification Tests in Econometrics : The Lagrange Multiplier Principle and Other Approaches
Book Details
Format
Paperback / Softback
Book Series
Econometric Society Monographs
ISBN-10
0521424593
ISBN-13
9780521424592
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jul 26th, 1991
Print length
268 Pages
Weight
406 grams
Dimensions
23.20 x 16.90 x 1.30 cms
Product Classification:
Econometrics
Ksh 6,900.00
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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. The main emphasis is on the Lagrange multiplier principle.
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