Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches
James Davidson
Journal of the Royal Statistical Society Series A, 1991, vol. 154, issue 3, 490-491
Abstract:
3. Misspecification Tests in Econometrics: the Lagrange Multiplier Principle and Other Approaches. By L. G. Godfrey. ISBN 0 521 26616 5. Cambridge University Press, Cambridge, 1988. 252 pp. £35.00.
Date: 1991
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