000 02581cam a2200265 a 4500
001 137926
003 ISI Library, Kolkata
005 20170913152225.0
008 950208s1994 enk b 001 0 eng d
020 _a9780198774044 (pbk.)
040 _aISI Library
082 0 4 _a330.015195
_223
_bEr68
245 0 0 _aTesting exogeneity /
_c[edited by] Neil R. Ericsson and John S. Irons.
260 _aOxford :
_bOxford University Press,
_c2012.
300 _aix, 422 pages :
_billustrations ;
_c24 cm.
490 0 _aAdvanced texts in econometrics
504 _aIncludes bibliographical references and index.
505 _a1. Testing exogeneity : an introduction / Neil R. Ericsson -- 2. Exogeneity / Robert F. Engle, David F. Hendry, and Jean-François Richard -- 3. The encompassing implications of feedback versus feedforward mechanisms in econometrics / David F. Hendry -- 4. Testing super exogeneity and invariance in regression models / Robert F. Engle and David F. Hendry -- 5. Testing weak exogeneity and the order of cointegration in U.K. money demand data / Søren Johansen -- 6. Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom / John Hunter -- 7. Domestic and foreign effects on prices in an open economy : the case of Denmark / Katarina Juselius -- 8. A dynamic model of the demand for currency : Argentina 1977-1988 / Hildegart Ahumada -- 9. Dynamic modeling of the demand for narrow money in Norway / Gunnar Bårdsen -- 10. Finnish manufacturing wages 1960-1987 : real-wage flexibility and hysteresis / Ragnar Nymoen -- 11. An econometric analysis of TV advertising expenditure in the United Kingdom / David F. Hendry -- 12. Parameter constancy, mean square forecast errors, and measuring forecast performance : an exposition, extensions, and illustration / Neil R. Ericsson -- 13. Comments on the evaluation of policy models / Clive W.J. Granger and Melinda Deutsch -- 14. Confidence intervals for linear combinations of forecasts from dynamic econometric models / Julia Campos -- 15. Testing for parameter instability in linear models / Bruce E. Hansen.
520 _aThis 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 _aEconometric models.
650 0 _aEconometrics.
700 1 _aEricsson, Neil R.,
_eeditor
700 1 _aIrons, John S.,
_eeditor
942 _2ddc
_cBK
999 _c423869
_d423869