MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02581cam a2200265 a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
137926 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20170913152225.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
950208s1994 enk b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780198774044 (pbk.) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
ISI Library |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
330.015195 |
| Edition number |
23 |
| Item number |
Er68 |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Testing exogeneity / |
| Statement of responsibility, etc |
[edited by] Neil R. Ericsson and John S. Irons. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Oxford : |
| Name of publisher, distributor, etc |
Oxford University Press, |
| Date of publication, distribution, etc |
2012. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
ix, 422 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Advanced texts in econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1. Testing exogeneity : an introduction / Neil R. Ericsson --<br/>2. Exogeneity / Robert F. Engle, David F. Hendry, and Jean-François Richard --<br/>3. The encompassing implications of feedback versus feedforward mechanisms in econometrics / David F. Hendry --<br/>4. Testing super exogeneity and invariance in regression models / Robert F. Engle and David F. Hendry --<br/>5. Testing weak exogeneity and the order of cointegration in U.K. money demand data / Søren Johansen --<br/>6. Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom / John Hunter --<br/>7. Domestic and foreign effects on prices in an open economy : the case of Denmark / Katarina Juselius --<br/>8. A dynamic model of the demand for currency : Argentina 1977-1988 / Hildegart Ahumada --<br/>9. Dynamic modeling of the demand for narrow money in Norway / Gunnar Bårdsen --<br/>10. Finnish manufacturing wages 1960-1987 : real-wage flexibility and hysteresis / Ragnar Nymoen --<br/>11. An econometric analysis of TV advertising expenditure in the United Kingdom / David F. Hendry --<br/>12. Parameter constancy, mean square forecast errors, and measuring forecast performance : an exposition, extensions, and illustration / Neil R. Ericsson --<br/>13. Comments on the evaluation of policy models / Clive W.J. Granger and Melinda Deutsch --<br/>14. Confidence intervals for linear combinations of forecasts from dynamic econometric models / Julia Campos --<br/>15. Testing for parameter instability in linear models / Bruce E. Hansen. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
This book discusses the nature of exogeneity - a central concept in econometrics texts - and shows how to test for it by presenting a number of empirical examples, testing models of expenditure, money demand, inflation, wages and prices, and exchange rates. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Econometrics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ericsson, Neil R., |
| Relator term |
editor |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Irons, John S., |
| Relator term |
editor |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
