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Misspecification tests in econometrics : the Lagrange multiplier principle and other approaches /

By: Material type: TextTextSeries: Econometric Society monographsPublication details: Cambridge, Cambridgeshire ; New York : Cambridge University Press, c1988.Description: xii, 252 pISBN:
  • 0521266165
Subject(s): DDC classification:
  • 330.028 GOD
LOC classification:
  • HB139 .G63 1988
Online resources: Summary: 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.
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Holdings
Item type Current library Collection Call number Status Date due Barcode
Monograph & others Monograph & others CBN HQ Library General Stacks Non-fiction 330.028 GOD (Browse shelf(Opens below)) Available 31008100104559

Includes index.

Includes bibliographical references: p. 232-245.

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.

rpm 25/09/2017

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