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9780521424592

Misspecification Tests in Econometrics The Lagrange Multiplier Principle and Other Approaches

Misspecification Tests in Econometrics The Lagrange Multiplier Principle and Other Approaches
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Product details

  • ISBN-13: 9780521424592
  • ISBN: 0521424593
  • Publisher: Cambridge University Press

AUTHOR

Godfrey, L. G., Hammond, Peter, Holly, Alberto

SUMMARY

By bringing together results from the growing literature in econometrics on misspecification testing, this study provides theoretical analyses and convenient methods for the implementation of tests in applied work.Godfrey, L. G. is the author of 'Misspecification Tests in Econometrics The Lagrange Multiplier Principle and Other Approaches' with ISBN 9780521424592 and ISBN 0521424593.

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