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Misspecification Tests in Econometrics

The Lagrange Multiplier Principle and Other Approaches

Language EnglishEnglish
Book Hardback
Book Misspecification Tests in Econometrics L. G. Godfrey
Libristo code: 08030933
Publishers Cambridge University Press
This book brings together many results from the growing literature in econometrics on misspecificati...
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This book brings together many results from the growing literature in econometrics on misspecification testing, providing theoretical analyses and convenient methods for application.

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About the book

Full name Misspecification Tests in Econometrics
Author L. G. Godfrey
Language English
Binding Book - Hardback
Number of pages 264
EAN 9780521266161
ISBN 9780521266161
Libristo code 08030933
Publishers Cambridge University Press
Weight 459
Dimensions 152 x 228 x 18

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
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