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Testing Exogeneity
Engelsk
Bogcover for Testing Exogeneity af , 9780198774044
Specifikationer
Sprog:
Engelsk
Sider:
432
ISBN-13:
9780198774044
Indbinding:
Paperback
ISBN-10:
0198774044
Udg. Dato:
16 feb 1995
Størrelse i cm:
15,6 x 23,3 x 2,7
Oplagsdato:
16 feb 1995

Testing Exogeneity

Engelsk
Paperback 1995
Format:

Bog beskrivelse
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
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Specifikationer
Sprog:
Engelsk
Sider:
432
ISBN-13:
9780198774044
Indbinding:
Paperback
ISBN-10:
0198774044
Udg. Dato:
16 feb 1995
Størrelse i cm:
15,6 x 23,3 x 2,7
Oplagsdato:
16 feb 1995
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