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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.

Quantitative methods (economics) --- Econometric models --- Econometrics --- Multiplier (Economics) --- Modèles économétriques --- Econométrie --- Multiplicateur (Economie politique) --- 330.115.001.57 --- AA / International- internationaal --- 305.970 --- 303.8 --- 305.971 --- Economic multiplier --- 330.115.001.57 Econometrische modellen. Simulatiemodellen --- Econometrische modellen. Simulatiemodellen --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Econometrische behandeling van een onderwerp. --- Speciale gevallen in econometrische modelbouw. --- 330.115 --- 330.115 Econometrie --- Econometrie --- Economics --- Income --- National income --- Circular velocity of money --- Mathematical models --- Economics, Mathematical --- Statistics --- Econometrische behandeling van een onderwerp --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Speciale gevallen in econometrische modelbouw --- Econometric models. --- Econometrics. --- Multiplier (Economics). --- Modèles économétriques --- Econométrie --- Business, Economy and Management

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statistiek --- economie --- econometrie --- Quantitative methods (economics) --- Econometrics --- Economie 330 --- AA / International- internationaal --- 303.0 --- 305.970 --- 303.8 --- 305.971 --- 303.5 --- 305.0 --- Economics, Mathematical --- Statistics --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Econometrische behandeling van een onderwerp. --- Speciale gevallen in econometrische modelbouw. --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën. --- Econometrics. --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Econometrische behandeling van een onderwerp --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Speciale gevallen in econometrische modelbouw --- Économétrie