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Viac informácií o knihe Misspecification Tests in Econometrics

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Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Books in English Economics, finance, business & management Economics Econometrics

• Celý názov: Misspecification Tests in Econometrics
• Podnázov: The Lagrange Multiplier Principle and Other Approaches
• Autor: L. G. Godfrey
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 268
• EAN: 9780521424592
• ISBN: 0521424593
• ID: 02030429
• Nakladateľ: Cambridge University Press
• Hmotnosť: 406 g
• Rozmery: 232 × 169 × 13 mm
• Dátum vydania: 26. July 1991

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