Misspecification tests in econometrics
Subtitle: the Lagrange multiplier principle and other approaches
By: L.G. Godfrey.
Series: Econometric Society monographs ;; no. 16
Publisher: Cambridge University Press
Published: 1988
Place of publication: Cambridge [Cambridgeshire]; New York
Language: eng
Number of pages: 252
Subjects: Econometrics.; Econometric models.; Multiplier (Economics)
Other titles: Lagrange multiplier.
Notes: Bibliography: p. 232-245.
Includes index.