Exogeneity in Error Correction Models / Najlacnejšie knihy
Exogeneity in Error Correction Models

Code: 06621682

Exogeneity in Error Correction Models

by Jean-Pierre Urbain

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 w ... more

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Book synopsis

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.

Book details

Book category Books in English Economics, finance, business & management Economics Economic theory & philosophy

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