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Misspecification Tests in Econometrics

- The Lagrange Multiplier Principle and Other Approaches

About Misspecification Tests in Econometrics

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.

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  • Language:
  • English
  • ISBN:
  • 9780521424592
  • Binding:
  • Paperback
  • Pages:
  • 268
  • Published:
  • July 25, 1991
  • Dimensions:
  • 169x232x13 mm.
  • Weight:
  • 406 g.
Delivery: 1-2 weeks
Expected delivery: November 28, 2024

Description of Misspecification Tests in Econometrics

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.

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