L. G. Godfrey, Godfrey L. G.

Misspecification Tests in Econometrics

The Lagrange Multiplier Principle and Other Approaches
Herausgeber: Chesher, Andrew

• Broschiertes Buch

Produktbeschreibung

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

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 268
• Erscheinungstermin: 28. April 2005
• Englisch
• Abmessung: 229mm x 152mm x 16mm
• Gewicht: 440g
• ISBN-13: 9780521424592
• ISBN-10: 0521424593
• Artikelnr.: 21000918

Inhaltsangabe

Preface
1. Approaches to testing the hypothesis of adequate specification
2. Inequalities between criteria for testing hypotheses in linear regression models
3. The Lagrange multiplier test and testing for misspecification: an extended analysis
4. Tests for misspecification of regression equations
5. Tests for misspecification of simultaneous equation models
6. Tests for qualitative and limited dependent variable models
Bibliography
Index.