Misspecification Tests in Econometrics

Name: Misspecification Tests in Econometrics
Brand: Cambridge University Press
SKU: 9780521424592
Price: 1254 CZK
Availability: InStock

The Lagrange Multiplier Principle and Other Approaches

Autor: L. G. Godfrey

Jazyk:

Vazba: Brožovaná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

Odesíláme za 14-21 dnů

1 254 Kč

Misspecification tests play an important role in detecting unreliable and inadequate economic models...

Informace o knize

Autor

L. G. Godfrey

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

1991

Stránek

268

EAN

9780521424592

ISBN

0521424593

Enbook ID

02030429

Vydavatel

Cambridge University Press

Hmotnost

406

Rozměry

169 x 232 x 13

Kompletní popis

Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Misspecification Tests in Econometrics

The Lagrange Multiplier Principle and Other Approaches

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také