Kniha Exogeneity in Error Correction Models Jean-Pierre Urbain

Exogeneity in Error Correction Models

Jazyk: Angličtina
Vazba: Brožovaná
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
1 147
An analysis of the concept of weak exogeneity, which is necessary to sustain valid inference in sub-...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
1993
Stránek
189
EAN
9783540566397
ISBN
9783540566397
Enbook ID
06621682
Hmotnost
372
Rozměry
170 x 242 x 12

Kompletní popis

An analysis of the concept of weak exogeneity, which is necessary to sustain valid inference in sub-systems, in the framework of error correction models. Emphasis is placed on orthogonality tests, which are often used to uncover weak exogeneity or general misspecifications.

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