Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches

Godfrey, L. G.

ISBN 10: 0521424593 / ISBN 13: 9780521424592

Editore: Cambridge University Press 1991-09, 1991

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Codice articolo 6666-IUK-9780521424592

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Titolo: Misspecification Tests in Econometrics: The ...

Casa editrice: Cambridge University Press 1991-09

Data di pubblicazione: 1991

Legatura: PF

Condizione: New

Descrizione articolo

Riassunto:

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

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