Testing Exogeneity (Advanced Texts in Econometrics) - Brossura

Brossura

ISBN 10: 0198774044 ISBN 13: 9780198774044

Casa editrice: Oxford University Press, U.S.A., 1995

Riassunto

This book discusses the nature of exogeneity, a central concept in standard econometrics texts, and shows how to test for it through numerous substantive empirical examples from around the world, including the U.K., Argentina, Denmark, Finland, and Norway. Part I defines terms and provides the necessary background; Part II contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates; and Part III extends various tests of constancy and forecast accuracy, which are central to testing super exogeneity. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

Su questo libro

Recensione

The book contains a very readable collection of articles and a great introduction by Neil Ericsson. (The Economic Journal)

L'autore

Neil R. Ericsson is at Federal Reserve, Washington, D.C. . John S. Irons is on the Board of Governors of the Federal Reserve System, Washington, D.C. .

Dettagli dell'edizione

• Editore: Oxford University Press, U.S.A.
• Data di pubblicazione: 1995
• Lingua: Inglese
• ISBN 10: 0198774044
• ISBN 13: 9780198774044
• Rilegatura: Copertina flessibile
• Numero di pagine: 432
• Redattore: Ericsson Neil R.
• Contatto del produttore: non disponibile
• Persona responsabile: Penguin Random House Ireland Limited; productsafety@penguin.co.uk; ; Morrison Chambers, 32 Nassau Street; Dublin; Irlanda