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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches
Author(s) -
Davidson James
Publication year - 1991
Publication title -
journal of the royal statistical society: series a (statistics in society)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.103
H-Index - 84
eISSN - 1467-985X
pISSN - 0964-1998
DOI - 10.2307/2983160
Subject(s) - lagrange multiplier , econometrics , mathematics , score test , regression analysis , specification , regression , multiplier (economics) , statistical hypothesis testing , statistics , mathematical optimization , economics , macroeconomics
3. Misspecification Tests in Econometrics: the Lagrange Multiplier Principle and Other Approaches. By L. G. Godfrey. ISBN 0 521 26616 5. Cambridge University Press, Cambridge, 1988. 252 pp. £35.00.
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