The Implementation and Constructive Use of Misspecification Tests in Econometrics
Author | : L. G. Godfrey |
Publisher | : Manchester University Press |
Total Pages | : 402 |
Release | : 1992 |
ISBN-10 | : 0719032741 |
ISBN-13 | : 9780719032745 |
Rating | : 4/5 (41 Downloads) |
Download or read book The Implementation and Constructive Use of Misspecification Tests in Econometrics written by L. G. Godfrey and published by Manchester University Press. This book was released on 1992 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a collection of papers co-authored by members of the Department of Economics and Related Studies and the Institute for Research in the Social Sciences at the University of York, which deals with methods for calculating asymptotically valid tests for use with samples of the size available in empirical economics. The papers also address the scope for using test statistics to determine the nature of specification errors and for providing suitable corrections to estimates or parameters.