Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches.
本书系统介绍了拉格朗日乘子检验等误设定检验方法，涵盖线性回归、联立方程及定性因变量模型，适合计量经济学研究者与实证分析者参考。
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.