Misspecification Tests in Econometrics
Subtitle: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs)
Edition: 1 edition
Publisher: Cambridge University Press
Published: February 24, 1989
Language: eng
Format: Hardcover
Number of pages: 264
ISBN-13: 9780521266161
Subjects: Econometrics; Business & Economics; Business/Economics; Business & Economics / Econometrics; Econometric models; Multiplier (Economics)
First sentence: Tests for misspecification play an important role in the evaluation of econometric models, and the need for such tests has been stressed by several authors.