Misspecification tests in econometrics: the Lagrange multiplier principle and other approaches
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 emph...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
1988
|
| Series: | Econometric Society monographs
16 |
| Subjects: | |
| Online Access: | BSB01 FHN01 UBG01 Volltext |
| Summary: | 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 |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (xii, 252 pages) |
| ISBN: | 9781139052115 |
| DOI: | 10.1017/CCOL0521266165 |
Staff View
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Record in the Search Index
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| any_adam_object | |
| author | Godfrey, L. G. |
| author_facet | Godfrey, L. G. |
| author_role | aut |
| author_sort | Godfrey, L. G. |
| author_variant | l g g lg lgg |
| building | Verbundindex |
| bvnumber | BV043917814 |
| classification_rvk | QH 300 |
| collection | ZDB-20-CBO |
| contents | Appproaches to testing the hypothesis_of adequate specification Inequalities between criteria for testing hypotheses in linear regression models The Lagrange multiplier test and testing for misspecification: an extended analysis Tests for misspecification of regression equations Tests for misspecification of simultaneous equation models Tests for qualitative and limited dependent variable models |
| ctrlnum | (ZDB-20-CBO)CR9781139052115 (OCoLC)967412892 (DE-599)BVBBV043917814 |
| dewey-full | 330/.028 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330/.028 |
| dewey-search | 330/.028 |
| dewey-sort | 3330 228 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CCOL0521266165 |
| format | Electronic eBook |
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| id | DE-604.BV043917814 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:38:30Z |
| institution | BVB |
| isbn | 9781139052115 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029326897 |
| oclc_num | 967412892 |
| open_access_boolean | |
| owner | DE-12 DE-473 DE-BY-UBG DE-92 |
| owner_facet | DE-12 DE-473 DE-BY-UBG DE-92 |
| physical | 1 online resource (xii, 252 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO ZDB-20-CBO UBG_PDA_CBO |
| publishDate | 1988 |
| publishDateSearch | 1988 |
| publishDateSort | 1988 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Econometric Society monographs |
| spelling | Godfrey, L. G. Verfasser aut Misspecification tests in econometrics the Lagrange multiplier principle and other approaches L.G. Godfrey Cambridge Cambridge University Press 1988 1 online resource (xii, 252 pages) txt rdacontent c rdamedia cr rdacarrier Econometric Society monographs 16 Title from publisher's bibliographic system (viewed on 05 Oct 2015) Appproaches to testing the hypothesis_of adequate specification Inequalities between criteria for testing hypotheses in linear regression models The Lagrange multiplier test and testing for misspecification: an extended analysis Tests for misspecification of regression equations Tests for misspecification of simultaneous equation models Tests for qualitative and limited dependent variable models 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 Ökonometrisches Modell Econometrics Econometric models Multiplier (Economics) Multiplikator (DE-588)4040703-2 gnd rswk-swf Spezifikation (DE-588)4139161-5 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Lagrange-Funktion (DE-588)4166459-0 gnd rswk-swf Text (DE-588)4059596-1 gnd rswk-swf Lagrange-Multiplikator (DE-588)4401279-2 gnd rswk-swf Lagrange-Variationsprinzip (DE-588)4302097-5 gnd rswk-swf Test (DE-588)4059549-3 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Text (DE-588)4059596-1 s Lagrange-Multiplikator (DE-588)4401279-2 s 1\p DE-604 Test (DE-588)4059549-3 s Lagrange-Funktion (DE-588)4166459-0 s 2\p DE-604 Spezifikation (DE-588)4139161-5 s 3\p DE-604 Ökonometrisches Modell (DE-588)4043212-9 s Multiplikator (DE-588)4040703-2 s 4\p DE-604 Lagrange-Variationsprinzip (DE-588)4302097-5 s 5\p DE-604 Erscheint auch als Druckausgabe 978-0-521-26616-1 Erscheint auch als Druckausgabe 978-0-521-42459-2 https://doi.org/10.1017/CCOL0521266165 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Godfrey, L. G. Misspecification tests in econometrics the Lagrange multiplier principle and other approaches Appproaches to testing the hypothesis_of adequate specification Inequalities between criteria for testing hypotheses in linear regression models The Lagrange multiplier test and testing for misspecification: an extended analysis Tests for misspecification of regression equations Tests for misspecification of simultaneous equation models Tests for qualitative and limited dependent variable models Ökonometrisches Modell Econometrics Econometric models Multiplier (Economics) Multiplikator (DE-588)4040703-2 gnd Spezifikation (DE-588)4139161-5 gnd Ökonometrie (DE-588)4132280-0 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Lagrange-Funktion (DE-588)4166459-0 gnd Text (DE-588)4059596-1 gnd Lagrange-Multiplikator (DE-588)4401279-2 gnd Lagrange-Variationsprinzip (DE-588)4302097-5 gnd Test (DE-588)4059549-3 gnd |
| subject_GND | (DE-588)4040703-2 (DE-588)4139161-5 (DE-588)4132280-0 (DE-588)4043212-9 (DE-588)4166459-0 (DE-588)4059596-1 (DE-588)4401279-2 (DE-588)4302097-5 (DE-588)4059549-3 |
| title | Misspecification tests in econometrics the Lagrange multiplier principle and other approaches |
| title_alt | Appproaches to testing the hypothesis_of adequate specification Inequalities between criteria for testing hypotheses in linear regression models The Lagrange multiplier test and testing for misspecification: an extended analysis Tests for misspecification of regression equations Tests for misspecification of simultaneous equation models Tests for qualitative and limited dependent variable models |
| title_auth | Misspecification tests in econometrics the Lagrange multiplier principle and other approaches |
| title_exact_search | Misspecification tests in econometrics the Lagrange multiplier principle and other approaches |
| title_full | Misspecification tests in econometrics the Lagrange multiplier principle and other approaches L.G. Godfrey |
| title_fullStr | Misspecification tests in econometrics the Lagrange multiplier principle and other approaches L.G. Godfrey |
| title_full_unstemmed | Misspecification tests in econometrics the Lagrange multiplier principle and other approaches L.G. Godfrey |
| title_short | Misspecification tests in econometrics |
| title_sort | misspecification tests in econometrics the lagrange multiplier principle and other approaches |
| title_sub | the Lagrange multiplier principle and other approaches |
| topic | Ökonometrisches Modell Econometrics Econometric models Multiplier (Economics) Multiplikator (DE-588)4040703-2 gnd Spezifikation (DE-588)4139161-5 gnd Ökonometrie (DE-588)4132280-0 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Lagrange-Funktion (DE-588)4166459-0 gnd Text (DE-588)4059596-1 gnd Lagrange-Multiplikator (DE-588)4401279-2 gnd Lagrange-Variationsprinzip (DE-588)4302097-5 gnd Test (DE-588)4059549-3 gnd |
| topic_facet | Ökonometrisches Modell Econometrics Econometric models Multiplier (Economics) Multiplikator Spezifikation Ökonometrie Lagrange-Funktion Text Lagrange-Multiplikator Lagrange-Variationsprinzip Test |
| url | https://doi.org/10.1017/CCOL0521266165 |
| work_keys_str_mv | AT godfreylg misspecificationtestsineconometricsthelagrangemultiplierprincipleandotherapproaches |