Misspecification tests in econometrics: the lagrange multiplier principle and other approaches
Auteur :
Godfrey, L. G.
Éditeur :
Cambridge University Press
ISBN :
9780521424592
Date de publication :
26 juil. 1991
Dimensions :
23,8 x 15,9 x 1,9 cm
Poids :
365 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.