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. |
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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 |
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999 |
_c423869 _d423869 |