Misspecification tests in econometrics : the lagrange multiplier principle and other approaches /

Bibliographic Details
Main Author: Godfrey, L. G. 1946- (Leslie George)
Format: Book
Language:English
Published: Cambridge : Cambridge University Press, 1991
Subjects:
Table of Contents:
  • 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.