Misspecification Tests Econometrics: The Lagrange Multiplier Principle and Other Approaches - Brossura

Godfrey

Brossura

ISBN 10: 0521424593 ISBN 13: 9780521424592

Casa editrice: Cambridge University Press, 2008

Riassunto

This book brings together many results from the growing literature in econometrics on misspecification testing, providing theoretical analyses and convenient methods for application.

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Recensione

'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

Descrizione del libro

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.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2008
• ISBN 10: 0521424593
• ISBN 13: 9780521424592
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 268
• Contatto del produttore: non disponibile