Misspecification tests in econometrics : (Record no. 9425)
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000 -LEADER | |
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fixed length control field | 01581pam a2200253 a 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 0521266165 |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | MUL |
Language of cataloging | eng |
Description conventions | AACR |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 330.0724 GOD |
100 1# - MAIN ENTRY--AUTHOR NAME | |
Personal name | Godfrey, L. G. |
245 10 - TITLE STATEMENT | |
Title | Misspecification tests in econometrics : |
Sub Title | the Lagrange multiplier principle and other approaches / |
Statement of responsibility, etc | L.G. Godfrey. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication | Cambridge : |
Name of publisher | Cambridge University Press, |
Year of publication | c1988. |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | xii, 252 p. ; |
Dimensions | 24 cm. |
440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE | |
Title | Econometric Society monographs ; |
Volume number/sequential designation | no. 16 |
500 ## - GENERAL NOTE | |
General note | Includes index. |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc | Bibliography: p. 232-245. |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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 |
546 ## - LANGUAGE NOTE | |
Language note | eng |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Econometrics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Econometric models. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Multiplier (Economics) |
856 42 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://www.loc.gov/catdir/description/cam023/88007296.html |
856 41 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://www.loc.gov/catdir/toc/cam026/88007296.html |
942 ## - ADDED ENTRY ELEMENTS | |
Item type | Book |
Withdrawn status | Lost status | Damaged status | Not for loan | Permanent Location | Current Location | Date acquired | Source of acquisition | Full call number | Accession Number | Copy number | Price effective from | Koha item type |
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Mzumbe University Main Campus Library | Mzumbe University Main Campus Library | 12/20/1990 | UBS | 330.0724 GOD | 0039986 | 1 | 01/02/2023 | Book |