Misspecification tests in econometrics the Lagrange multiplier principle and other approaches
This book brings together many results from the growing literature in econometrics on misspecification testing, providing theoretical analyses and convenient methods for application.
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Cambridge [Cambridgeshire] ; New York :
Cambridge University Press
1988.
|
| Colección: | CUP ebooks.
Econometric Society monographs ; no. 16. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b39786213*spi |
Tabla de Contenidos:
- Appproaches to testing the hypothesis_of adequate specification
- Inequalities between criteria for testing hypotheses in linear regression models
- The Lagrange multiplier test and testing for misspecification: an extended analysis
- Tests for misspecification of regression equations
- Tests for misspecification of simultaneous equation models
- Tests for qualitative and limited dependent variable models.
