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Testing Exogeneity

Name: Testing Exogeneity
Brand: Oxford University Press
SKU: 04477409
Price: 30858 HUF
Availability: InStock
Author: Ericsson
ISBN: 9780198774044

Ericsson

Language

English

Book Paperback

Libristo code: 04477409

Publishers Oxford University Press, February 1995

This book discusses the nature of exogeneity - a central concept in econometrics - and shows how to... Full description

Libristo code: 04477409

210 b

30 858 Ft

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This book discusses the nature of exogeneity - a central concept in econometrics - and shows how to test for it through numerous substantive empirical examples. Part I considers what exogeneity is and how it can be tested. Part II contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates across both developed and developing countries. Part III extends various tests of constancy and forecast accuracy, which are central to testing super exogeneity. The papers forming the core of this book (from two special issues of the Journal of Policy Modeling) provide a unique and unified perspective on applied econometric modelling in general and on exogeneity tests in particular. The applications are substantive and diverse, with a broad appeal to the applied economist. Contributors: H. Ahumada, G. Bardsen, J. Campos, M. Deutsch, R. F. Engle, Neil R. Ericsson, C. W. J. Granger, B. E. Hansen, David F. Hendry, J. Hunter, S. Johansen, K. Juselius, R. Numoen, Jean-Francois Richard