Advances in Econometrics
Subtitle: Fifth World Congress (Econometric Society Monographs)
Publisher: Cambridge University Press
Published: November 27, 1987
Language: eng
Format: Hardcover
Number of pages: 270
ISBN-13: 9780521345521
Subjects: Econometrics; Business & Economics / Econometrics
First sentence: In this chapter we present a unified theory of specification testing that applies to a broad range of data, model, and estimator configurations likely to be met in econometric practice.