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Testing Exogeneity. 外生性のテスト
・ISBN 978-0-19-877401-3 hard
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・ISBN 978-0-19-877404-4 paper GB£ 62.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-383-03310-6
| 著者・編者 | Ericsson, N. R. / J. S. Irons (eds.), |
|---|---|
| シリーズ | Advanced Texts in Econometrics |
| 出版社 | (Oxford U. Pr., UK) |
| 出版年月 | 1994 |
| ページ数 | 422 pp. |
| 言語 | ENG |
| ニュース番号 | ＜407-164 409-296＞ |
解説
This volume discusses the nature of exogeneity - a central concept in econometrics - and shows how to test for it through numerous substantive empirical examples. Part 1 considers what exogeneity is and how it can be tested. Part 2 contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates across both developed and developing countries. Part 3 extends various tests of constancy and forecast accuracy, which are central to testing super exogeneity. The papers forming the core of this book (from two special issues of the Journal of Policy Modeling ) provide a unified perspective on applied econometric modelling in general and on exogeneity tests in particular. The applications are diverse, with a broad appeal to the applied economist. Econometricians and graduate studies of econometrics; applied economists wishing to implement recent tests of exogeneity.