Misspecification tests in econometrics : the lagrange multiplier principle and other approaches / L. G. Godfrey.
Tipo de material: TextoDetalles de publicación: Cambridge : Cambridge University Press, 1991Descripción: xii, 252 pISBN:- 0521424593
- 330.0724
Contenidos:
Preface -- 1. Approaches to testing the hypothesis of adequate specification -- 2. Inequalities between criteria for testing hypotheses in linear regression models -- 3. The Lagrange multiplier test and testing for misspecification: an extended analysis -- 4. Tests for misspecification of regression equations -- 5. Tests for misspecification of instrumental variable estimates -- 6. Tests for qualitative and limited dependent variable models.
Tipo de ítem | Biblioteca actual | Signatura topográfica | URL | Estado | Fecha de vencimiento | Código de barras | |
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Libro | Biblioteca Manuel Belgrano | 330.0724 G 39788 (Navegar estantería(Abre debajo)) | Enlace al recurso | Disponible | 39788 |
Incluye bibliografía
Preface -- 1. Approaches to testing the hypothesis of adequate specification -- 2. Inequalities between criteria for testing hypotheses in linear regression models -- 3. The Lagrange multiplier test and testing for misspecification: an extended analysis -- 4. Tests for misspecification of regression equations -- 5. Tests for misspecification of instrumental variable estimates -- 6. Tests for qualitative and limited dependent variable models.
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