Testing Exogeneity

Oxford University Press, 1995

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This 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.

ISBN-13
9780198774044
ISBN-10
0198774044
Publisher
Oxford University Press
Year
1995
Publication date
1995-02-16
Pages
432
Dimensions
156x233x27
Weight
646