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Exogeneity in Error Correction Models
Language
English
English
Book
Paperback
An analysis of the concept of weak exogeneity, which is necessary to sustain valid inference in sub-...
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Libristo code: 06621682
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An analysis of the concept of weak exogeneity, which is necessary to sustain valid inference in sub-systems, in the framework of error correction models. Emphasis is placed on orthogonality tests, which are often used to uncover weak exogeneity or general misspecifications.
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About the book
Full name
Exogeneity in Error Correction Models
Author
Jean-Pierre Urbain
Language
English
English
Binding
Book - Paperback
Date of issue
1993
Number of pages
189
EAN
9783540566397
ISBN
9783540566397
Libristo code
06621682
Weight
372
Dimensions
170 x 242 x 12
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