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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches - Econometric Society Monographs Godfrey, L. G. (University of York)
Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches - Econometric Society Monographs
Godfrey, L. G. (University of York)
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.
268 pages, black & white illustrations
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 26 de julho de 1991 |
| ISBN13 | 9780521424592 |
| Editoras | Cambridge University Press |
| Páginas | 268 |
| Dimensões | 169 × 232 × 13 mm · 406 g |
| Idioma | Inglês |
| Editor de séries | Chesher, Andrew |
| Editor de séries | Jackson, Matthew O. |