Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches

Preface 1. Approaches to testing the hypothesis of adequate specification 2. Inequalities between criteria for testing hypotheses in linear regression models 3. The Lagrange multiplier test and testing for misspecification: an extended analysis 4. Tests for misspecification of regression equations 5. Tests for misspecification of simultaneous equation models 6. Tests for qualitative and limited dependent variable models Bibliography Index.