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

by L G Godfrey and L.G. Godfrey

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0521424593
• ISBN13: 9780521424592
• Release Date: July 1991
• Publisher: Cambridge University Press
• Length: 268 Pages
• Weight: 0.85 lbs.
• Dimensions: 0.6" x 6.0" x 8.9"