Code: 06621682
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
English
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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
51.56 €
English
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