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

Godfrey, L. G.

Ouvrage indisponible

Éditeur
Cambridge University Press
Pages
268
Parution
juillet 1991
Format
Livre broché
Langue
Anglais
Dimensions
228 × 152 × 15 cm
EAN
9780521424592
  • Résumé

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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