000			01581pam a2200253 a 4500
020			_a0521266165
040			_aMUL _beng _eAACR
082	0	0	_a330.0724 GOD
100	1		_aGodfrey, L. G.
245	1	0	_aMisspecification tests in econometrics : _bthe Lagrange multiplier principle and other approaches / _cL.G. Godfrey.
260			_aCambridge : _bCambridge University Press, _cc1988.
300			_axii, 252 p. ; _c24 cm.
440		0	_aEconometric Society monographs ; _vno. 16
500			_aIncludes index.
504			_aBibliography: p. 232-245.
520			_aMisspecification 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			_aeng
650		0	_aEconometrics.
650		0	_aEconometric models.
650		0	_aMultiplier (Economics)
856	4	2	_uhttp://www.loc.gov/catdir/description/cam023/88007296.html
856	4	1	_uhttp://www.loc.gov/catdir/toc/cam026/88007296.html
942			_cBK
999			_c9425 _d9425