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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs, Series Number 16) - Hardcover
Synopsis
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.
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Book Description
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.
Review
"This monograph is 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
"...an extremely valuable and clearly-written guide to a rapidly growing field, that I can recommend alike to practitioners and to students." 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. Pesaran, The Economic Journal
"...an excellent review of the misspecification tests, with special emphasis on the LM principle. Developoments in the area of misspecification tests are proceeding at a rapid pace as evidenced by recent publications in refereed journals in statistics, time series, biometrics, technometrics, and econometrics." Mathematical Reviews
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Misspecification Tests in Econometrics : The Lagrange Multiplier Principle and Other Approaches
Published by
Cambridge University Press, 1989
ISBN 10: 0521266165
ISBN 13: 9780521266161
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs, Series Number 16)
Published by
Cambridge University Press, 1989
ISBN 10: 0521266165
ISBN 13: 9780521266161
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches
Published by
Cambridge University Press, 1988
ISBN 10: 0521266165
ISBN 13: 9780521266161
Used
Hardcover
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs, Series Number 16)
Published by
Cambridge University Press, 1989
ISBN 10: 0521266165
ISBN 13: 9780521266161
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches Econometric Society Monographs, 16
Published by
Cambridge University Press, 1988
ISBN 10: 0521266165
ISBN 13: 9780521266161
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches Econometric Society Monographs, 16
Published by
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ISBN 10: 0521266165
ISBN 13: 9780521266161
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs, Series Number 16)
Published by
Cambridge University Press, 1988
ISBN 10: 0521266165
ISBN 13: 9780521266161
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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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Cambridge University Press -, 1989
ISBN 10: 0521266165
ISBN 13: 9780521266161
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs, Series Number 16)
Published by
Cambridge University Press, 1988
ISBN 10: 0521266165
ISBN 13: 9780521266161
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Hardcover
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:0521266165. Seller Inventory # 9935530
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs, Series Number 16)
Published by
Cambridge University Press, 1989
ISBN 10: 0521266165
ISBN 13: 9780521266161
Used
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