Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches
(Book #16 in the Econometric Society Monographs Series)
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Book Overview
Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve 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.
Format:Paperback
Language:English
ISBN:0521424593
ISBN13:9780521424592
Release Date:July 1991
Publisher:Cambridge University Press
Length:268 Pages
Weight:0.85 lbs.
Dimensions:0.6" x 6.0" x 8.9"
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