Testing Exogeneity (Advanced Texts in Econometrics) - Tapa dura

Sinopsis

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.

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