Name: Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs)
Author: L. G. Godfrey
ISBN: 9780521266161

by L. G. Godfrey

Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs)

by L. G. Godfrey

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ISBN-13: 9780521266161
ISBN: 0521266165
Edition: 1
Publication Date: 1989
Publisher: Cambridge University Press

AUTHOR

L. G. Godfrey

SUMMARY

This book brings together many results from the growing literature in econometrics on misspecification testing, providing theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle.L. G. Godfrey is the author of 'Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs)', published 1989 under ISBN 9780521266161 and ISBN 0521266165.

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