Get Free Shipping on orders over $89
Misspecification Tests in Econometrics : The Lagrange Multiplier Principle and Other Approaches - No Information Available

Misspecification Tests in Econometrics

The Lagrange Multiplier Principle and Other Approaches

By: No Information Available

Paperback | 25 November 1991

At a Glance

Paperback


RRP $75.95

$71.75

or 4 interest-free payments of $17.94 with

 or 

Ships in 5 to 7 business days

By bringing together results from the growing literature in econometrics on misspecification testing, this study provides theoretical analyses and convenient methods for the implementation of tests in applied work. Although the main emphasis is on the Lagrange multiplier principle, several other approaches are discussed and the relationships among different methods are examined. The author reviews general checks of model adequacy that do not involve the 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. This wide-ranging but integrated book will be useful to a wide audience of applied and theoretical researchers, graduate students, and professional economists.
Industry Reviews
'An admirable attempt to provide a unified picture of the issues that have been raised in the testing literature, and to guide practitioners through the maze of different tests, to which they might wish to subject their models.' Russell Davidson, Journal of Economic Literature 'This book is a welcome addition to the Econometric Society Monograph Series and provides a comprehensive account of the Lagrange multiplier approach and other likelihood-based procedures to the problem of misspecification testing in econometrics.' M. H. Pesaren, The Economic Journal 'Written by one of the leading scholars in the field, the book is strongly recommended as an addition to the bookshelf especially for applied econometricians.' Joachim Wagner, Universitat Hannover

You Can Find This Book In

More in Econometrics

ART OF WAR : Deluxe Hardbound Edition - SUN TZU
Basic Business Statistics : 5th Edition - Mark Berenson

RRP $167.95

$133.75

20%
OFF
The Art of Statistics : Learning from Data - David Spiegelhalter

RRP $26.99

$22.99

15%
OFF
Business Analytics : 5th Cengage International Edition - James  Cochran
Operations and Supply Chain Management : 3rd Edition - David  Collier
Intermediate Financial Theory : 3rd Edition - Jean-Pierre Danthine

RRP $195.75

$190.99

Introduction to Econometrics : 5th edition - Christopher Dougherty

RRP $145.95

$116.75

20%
OFF
Introductory Econometrics : 7th edition - A Modern Approach - Jeffrey  Wooldridge
SPSS Statistics For Dummies : 4th edition - Jesus Salcedo

RRP $65.95

$44.75

32%
OFF
Basic Business Statistics + PHStat for Statistics : 5th Edition - Mark Berenson

RRP $159.95

$127.75

20%
OFF
Principles of Human Physiology, Global Edition : 6th edition - Cindy Stanfield
Accounting : 9th Edition - Tracie Miller-Nobles

RRP $206.95

$155.75

25%
OFF
Business Statistics : 4th Global Edition - Norean Sharpe

RRP $154.30

$117.75

24%
OFF

This product is categorised by