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Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs) Book
By bringing together results from the growing literature in econometrics on misspecification testing, this study provides theoretical analyses and convenient methods for the implementation of tests in applied work.Read More
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- 0521424593
- 9780521424592
- L. G. Godfrey
- 26 July 1991
- Cambridge University Press
- Paperback (Book)
- 268
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