Testing Exogeneity - Couverture rigide

Ericsson, Neil R.

Couverture rigide

ISBN 10 : 019877401X ISBN 13 : 9780198774013

Editeur : Oxford University Press, 1995

Synopsis

This volume discusses the nature of exogeneity - a central concept in econometrics - and shows how to test for it through numerous substantive empirical examples. Part 1 considers what exogeneity is and how it can be tested. Part 2 contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates across both developed and developing countries. Part 3 extends various tests of constancy and forecast accuracy, which are central to testing super exogeneity. The papers forming the core of this book (from two special issues of the Journal of Policy Modeling ) provide a unified perspective on applied econometric modelling in general and on exogeneity tests in particular. The applications are diverse, with a broad appeal to the applied economist. Econometricians and graduate studies of econometrics; applied economists wishing to implement recent tests of exogeneity.

A propos du livre

Présentation de l'éditeur

This book discusses the nature of exogeneity - a central concept in econometrics - and shows how to test for it through numerous substantive empirical examples. Part I considers what exogeneity is and how it can be tested. Part II contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates across both developed and developing countries. Part III extends various tests of constancy and forecast accuracy, which are central to testing super exogeneity. The papers forming the core of this book (from two special issues of the Journal of Policy Modeling) provide a unique and unified perspective on applied econometric modelling in general and on exogeneity tests in particular. The applications are substantive and diverse, with a broad appeal to the applied economist. Contributors: H. Ahumada, G. Bardsen, J. Campos, M. Deutsch, R. F. Engle, Neil R. Ericsson, C. W. J. Granger, B. E. Hansen, David F. Hendry, J. Hunter, S. Johansen, K. Juselius, R. Numoen, Jean-Francois Richard

Revue de presse

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

Détails de l'édition

• Éditeur: Oxford University Press
• Date d'édition: 1995
• Langue: anglais
• ISBN 10: 019877401X
• ISBN 13: 9780198774013
• Reliure: Relié
• Nombre de pages: 431
• Coordonnées du fabricant: non disponible
• Personne responsable: Messaggerie Libri; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; Italie