This book brings together many results from the growing literature in econometrics on misspecification testing, providing theoretical analyses and convenient methods for application.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
'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, Universität Hannover
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.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Hardcover. Condizione: Bon. Ancien livre de bibliothèque. Légères traces d'usure sur la couverture. Couverture différente. Edition 1988. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Slight signs of wear on the cover. Different cover. Edition 1988. Ammareal gives back up to 15% of this item's net price to charity organizations. Codice articolo D-803-539
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hardcover. Condizione: Very Good. Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs, Series Number 16) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. . Codice articolo 7719-9780521266161
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