The implementation and constructive use of misspecification tests in econometrics:
Saved in:
| Other Authors: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Manchester ; New York
Manchester Univ. Press
1992
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 384 S. |
| ISBN: | 0719032741 |
Staff View
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Record in the Search Index
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|---|---|
| adam_text | The implementation and
constructive use of
misspecification tests in econometrics
edited by L G Godfrey
Manchester University Press
Manchester and New York
Distributed exclusively in the USA and Canada by St Martin s Press
Contents
Preface vi
Acknowledgements vii
Contributors viii
Misspecification Tests for Univariate Time Series Models and their
Applications in Econometrics
L G Godfrey and A R Tremayne 1
Testing for Serial Correlation in Dynamic Simultaneous Equation
Models: Alternative Asymptotic Procedures and their
Small Sample Performance
S P Burke and L G Godfrey 67
The Properties and Constructive Use of Misspecification Tests for
Multiple Regression Models
Alison Eastwood and L G Godfrey 109
Finite Sample Properties of Misspecification Tests and the Multiple
Comparison Procedure
Alison Eastwood and L G Godfrey 176
Modifications of the Rainbow Test
S P Burke, L G Godfrey and Michael McAleer 233
The Distribution of Maximum Likelihood Corrections Under
Local Misspecification
C D Orme 261
The Sampling Performance of the Information Matrix Test
C D Orme 318
Index 380
|
| any_adam_object | 1 |
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| dewey-sort | 3330 11 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV007707914 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:08:04Z |
| institution | BVB |
| isbn | 0719032741 |
| language | English |
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| physical | 384 S. |
| publishDate | 1992 |
| publishDateSearch | 1992 |
| publishDateSort | 1992 |
| publisher | Manchester Univ. Press |
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| spelling | The implementation and constructive use of misspecification tests in econometrics ed. by L. G. Godfrey Manchester ; New York Manchester Univ. Press 1992 384 S. txt rdacontent n rdamedia nc rdacarrier Econometrie gtt Statistiek gtt Statistique mathématique ram Économétrie ram Statistik Econometrics Mathematical statistics Statistik (DE-588)4056995-0 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Spezifikation (DE-588)4139161-5 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Statistik (DE-588)4056995-0 s DE-604 Spezifikation (DE-588)4139161-5 s Godfrey, L. G. 1946- (DE-588)138024812 edt HEBIS Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005062535&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The implementation and constructive use of misspecification tests in econometrics Econometrie gtt Statistiek gtt Statistique mathématique ram Économétrie ram Statistik Econometrics Mathematical statistics Statistik (DE-588)4056995-0 gnd Ökonometrie (DE-588)4132280-0 gnd Spezifikation (DE-588)4139161-5 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4132280-0 (DE-588)4139161-5 |
| title | The implementation and constructive use of misspecification tests in econometrics |
| title_auth | The implementation and constructive use of misspecification tests in econometrics |
| title_exact_search | The implementation and constructive use of misspecification tests in econometrics |
| title_full | The implementation and constructive use of misspecification tests in econometrics ed. by L. G. Godfrey |
| title_fullStr | The implementation and constructive use of misspecification tests in econometrics ed. by L. G. Godfrey |
| title_full_unstemmed | The implementation and constructive use of misspecification tests in econometrics ed. by L. G. Godfrey |
| title_short | The implementation and constructive use of misspecification tests in econometrics |
| title_sort | the implementation and constructive use of misspecification tests in econometrics |
| topic | Econometrie gtt Statistiek gtt Statistique mathématique ram Économétrie ram Statistik Econometrics Mathematical statistics Statistik (DE-588)4056995-0 gnd Ökonometrie (DE-588)4132280-0 gnd Spezifikation (DE-588)4139161-5 gnd |
| topic_facet | Econometrie Statistiek Statistique mathématique Économétrie Statistik Econometrics Mathematical statistics Ökonometrie Spezifikation |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005062535&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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