Testing exogeneity.

ISBN 10: 019877401X / ISBN 13: 9780198774013

Verlag: Oxford, Oxford Univ. Press, 1994

422 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. SO6568 019877401X Sprache: Englisch Gewicht in Gramm: 550. Bestandsnummer des Verkäufers 2338304

Inhaltsangabe:

This book discusses the nature of exogeneity, which plays a key role in economic and econometric analysis, both theoretical and applied. In the last fifteen years, exogeneity has undergone important clarifications as a concept, and new, easily implemented tests for exogeneity have been developed. These papers include original sources of the clarifications and tests for exogeneity, numerous empirical applications, and refinements and generalizations of the testing procedures.
Part I provides the conceptual, analytical, and statistical background necessary for implementing and interpreting tests of exogeneity. The articles in Part II apply these principles, with tests of exogeneity for models of wages and prices, money demand, and expenditure. These articles also develop and evaluate the specification of their models. The four articles in Part III develop and extend tests of parameter constancy and predictive accuracy, which are central to Hendry's procedure for testing super exogeneity.
Testing Exogeneity collects together papers from the Journal of Policy Modeling, Econometrica, Oxford Economic Papers, and the Journal of Econometrics, to provide a unique and unified perspective on applied econometric modelling in general, and on exogeneity tests in particular. It will be of value to applied and theoretical econometricians, to graduate students in economics, and in general to economists analysing time series data.

Bibliografische Details

Titel: Testing exogeneity.
Verlag: Oxford, Oxford Univ. Press
Erscheinungsdatum: 1994
Einband: Hardcover