Billede af bogens forside - Misspecification Tests in Econometrics

Misspecification Tests in Econometrics

The Lagrange Multiplier Principle and Other Approaches

af L. G. (University of York) Godfrey

Bog, Paperback, Engelsk, 1991

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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingPaperback
  • ISBN9780521424592
  • Udgivet26/07/1991
  • Udgivet afCambridge University Press
  • Længde268 sider
  • ForfatterL. G. (University of York) Godfrey
  • GenreBusiness og læring, Økonomi og finans