Misspecification tests in econometrics : (Record no. 9425)

MARC details
000 -LEADER
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
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Source of acquisition Full call number Accession Number Copy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
        Mzumbe University Main Campus Library Mzumbe University Main Campus Library 12/20/1990 UBS 330.0724 GOD 0039986 1 01/02/2023 Book

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