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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