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

(Bog, Paperback / softback, Engelsk)

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Beskrivelse

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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Alle detaljer

Forlag Cambridge University Press
Forfatter L. G. (University of York) Godfrey
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 26-07-1991
Første udgivelsesår 1991
Serie Econometric Society Monographs
Illustrationer Worked examples or Exercises
Originalsprog United Kingdom
Sideantal 268
Indbinding Paperback / softback
Forlag Cambridge University Press
Sideoplysninger 268 pages, Worked examples or Exercises
Mål 232 x 169 x 13
ISBN-13 / EAN-13 9780521424592