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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.
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.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs, Series Number 16)
Editore:
Cambridge University Press, 1991
ISBN 10: 0521424593
ISBN 13: 9780521424592
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches
Editore:
Cambridge University Press, 1991
ISBN 10: 0521424593
ISBN 13: 9780521424592
Antico o usato
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Misspecification Tests Econometrics: The Lagrange Multiplier Principle and Other Approaches: 16 (Econometric Society Monographs, Series Number 16)
Editore:
Cambridge University Press, 1991
ISBN 10: 0521424593
ISBN 13: 9780521424592
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Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR012422045
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches
Editore:
Cambridge University Press, 1991
ISBN 10: 0521424593
ISBN 13: 9780521424592
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Misspecification Tests Econometrics: The Lagrange Multiplier Principle and Other Approaches: 16 (Econometric Society Monographs, Series Number 16)
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Cambridge University Press, 2008
ISBN 10: 0521424593
ISBN 13: 9780521424592
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Paperback. Condizione: Used; Very Good. ***Simply Brit*** Welcome to our online used book store, where affordability meets great quality. Dive into a world of captivating reads without breaking the bank. We take pride in offering a wide selection of used books, from classics to hidden gems, ensuring there is something for every literary palate. All orders are shipped within 24 hours and our lightning fast-delivery within 48 hours coupled with our prompt customer service ensures a smooth journey from ordering to delivery. Discover the joy of reading with us, your trusted source for affordable books that do not compromise on quality. Codice articolo 4141393
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs, Series Number 16)
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs, Series Number 16)
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Paperback)
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Cambridge University Press, Cambridge, 2005
ISBN 10: 0521424593
ISBN 13: 9780521424592
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Paperback. Condizione: new. Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780521424592
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs, Series Number 16)
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