L. G. (University of York) Godfrey Forfatter
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Bog, Paperback / softback, Engelsk)
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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