서지주요정보
Testing exogeneity
서명 / 저자 Testing exogeneity / edited by Neil R. Ericsson and John S. Irons.
저자명 Ericsson, Neil R.;Irons, John S.
발행사항 Oxford ; New York : Oxford University Press, 1994.
총서명 Advanced texts in econometrics

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HB141 .T47 1994

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청구기호 HB141 .T47 1994
형태사항 ix, 422 p. : ill. ; 24 cm.
언어 English
서지주기 Includes bibliographical references and index.
내용 Testing exogeneity : an introduction / Neil R. Ericsson -- Exogeneity / Robert F. Engle, David F. Hendry, and Jean-Fran�ois Richard -- The encompassing implications of feedback versus feedforward mechanisms in econometrics / David F. Hendry -- Testing super exogeneity and invariance in regression models / Robert F. Engle and David F. Hendry -- Testing weak exogeneity and the order of cointegration in U.K. money demand data / S�en Johansen -- Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom / John Hunter -- Domestic and foreign effects on prices in an open economy : the case of Denmark / Katarina Juselius -- A dynamic model of the demand for currency : Argentina 1977-1988 / Hildegart Ahumada -- Dynamic modeling of the demand for narrow money in Norway / Gunnar B�rdsen -- Finnish manufacturing wages 1960-1987 : real-wage flexibility and hysteresis / Ragnar Nymoen -- An econometric analysis of TV advertising expenditure in the United Kingdom / David F. Hendry -- Parameter constancy, mean square forecast errors, and measuring forecast performance : an exposition, extensions, and illustration / Neil R. Ericsson -- Comments on the evaluation of policy models / Clive W.J. Granger and Melinda Deutsch -- Confidence intervals for linear combinations of forecasts from dynamic econometric models / Julia Campos -- Testing for parameter instability in linear models / Bruce E. Hansen.
주제 Econometric models.
Econometrics.
Econometrics
LCCN 95152677
ISBN 019877401X 0198774044 (pbk.)
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