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Exogeneity in Error Correction Models - Jean-Pierre Urbain - Bog

Bag om Exogeneity in Error Correction Models

In the recent years, the study of cointegrated time seriesand the use of error correction models have become extremelypopular in the econometric literature. This book provides ananalysis of the notion of (weak) exogeneity, which isnecessary to sustain valid inference in sub-systems, intheframework of error correction models (ECMs).

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540566397
  • Indbinding:
  • Paperback
  • Sideantal:
  • 189
  • Udgivet:
  • 14. juni 1993
  • Udgave:
  • 11993
  • Størrelse:
  • 242x170x11 mm.
  • Vægt:
  • 372 g.
  • 8-11 hverdage.
  • 11. december 2024
Forlænget returret til d. 31. januar 2025

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Beskrivelse af Exogeneity in Error Correction Models

In the recent years, the study of cointegrated time seriesand the use of error correction models have become extremelypopular in the econometric literature. This book provides ananalysis of the notion of (weak) exogeneity, which isnecessary to sustain valid inference in sub-systems, intheframework of error correction models (ECMs).

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