Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches - Econometric Society Monographs - Godfrey, L. G. (University of York) - Books - Cambridge University Press - 9780521424592 - July 26, 1991
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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches - Econometric Society Monographs

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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. The main emphasis is on the Lagrange multiplier principle.


268 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released July 26, 1991
ISBN13 9780521424592
Publishers Cambridge University Press
Pages 268
Dimensions 169 × 232 × 13 mm   ·   406 g
Language English  
Series Editor Chesher, Andrew
Series Editor Jackson, Matthew O.

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