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Testing weak exogeneity in cointegrated panels (英语)

摘要

For reason of empirical tractability, analysis of cointegrated economic time series is often developed in a partial setting, in which a subset of variables is explicitly modeled conditional on the rest. This approach yields valid inference only if the... 更多显示

详细

  • Moral-Benito, Enrique; Serven, Luis;
  • 2014/09/01
  • 政策研究工作报告
  • WPS7045
  • 1
  • 1
  • 世界
  • 世界各地区
  • 2014/09/01
  • Disclosed
  • Testing weak exogeneity in cointegrated panels
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