Testing Exogeneity (Advanced Texts in Econometrics)

Ericsson, Neil R. [Editor]; Irons, John S. [Editor];

ISBN 10: 0198774044 / ISBN 13: 9780198774044

Published by Oxford University Press, 1995

About this Item

Slight creas to bottom corners of covers flaps. Otherwise pristine.

Seller Inventory # 65365H

Bibliographic Details

• Title: Testing Exogeneity (Advanced Texts in Econometrics)
• Publisher: Oxford University Press
• Publication Date: 1995
• Language: English
• ISBN 10: 0198774044
• ISBN 13: 9780198774044
• Binding: paperback
• Condition: Very Good
• Seller catalogs:
  • MATHEMATICS

About this title

Synopsis

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 UK, 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.

About the Author

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