Misspecification Tests in Econometrics

Misspecification Tests in Econometrics
Author :
Publisher : Cambridge University Press
Total Pages : 276
Release :
ISBN-10 : 0521424593
ISBN-13 : 9780521424592
Rating : 4/5 (592 Downloads)

Book Synopsis Misspecification Tests in Econometrics by : L. G. Godfrey

Download or read book Misspecification Tests in Econometrics written by L. G. Godfrey and published by Cambridge University Press. This book was released on 1988 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Misspecification Tests in Econometrics Related Books

Misspecification Tests in Econometrics
Language: en
Pages: 276
Authors: L. G. Godfrey
Categories: Business & Economics
Type: BOOK - Published: 1988 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing li
The Implementation and Constructive Use of Misspecification Tests in Econometrics
Language: en
Pages: 402
Authors: L. G. Godfrey
Categories: Business & Economics
Type: BOOK - Published: 1992 - Publisher: Manchester University Press

DOWNLOAD EBOOK

This is a collection of papers co-authored by members of the Department of Economics and Related Studies and the Institute for Research in the Social Sciences a
A Guide to Econometrics
Language: en
Pages: 608
Authors: Peter Kennedy
Categories: Business & Economics
Type: BOOK - Published: 2008-02-19 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden:
Estimation, Inference and Specification Analysis
Language: en
Pages: 396
Authors: Halbert White
Categories: Business & Economics
Type: BOOK - Published: 1996-06-28 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The anal
Studies in Econometrics, Time Series, and Multivariate Statistics
Language: en
Pages: 591
Authors: Samuel Karlin
Categories: Business & Economics
Type: BOOK - Published: 2014-05-10 - Publisher: Academic Press

DOWNLOAD EBOOK

Studies in Econometrics, Time Series, and Multivariate Statistics covers the theoretical and practical aspects of econometrics, social sciences, time series, an