Testing Exogeneity

This book discusses the nature of exogeneity, a central concept in standard econometrics texts, and shows how to test for it through numerous substantive empirical examples from around the world, including the UK, Argentina, Denmark, Finland, and Norway. Part I defines terms and provides the
necessary background; Part II contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates; and Part III extends...

• Format: Paperback
• Language: English
• ISBN: 0198774044
• ISBN13: 9780198774044
• Release Date: April 1995
• Publisher: Oxford University Press, USA
• Length: 432 Pages
• Weight: 1.44 lbs.
• Dimensions: 0.9" x 6.4" x 9.2"