Exogeneity in Error Correction Models /

In the recent years, the study of cointegrated time series and the use of error correction models have become extremely popular in the econometric literature. This book provides an analysis of the notion of (weak) exogeneity, which is necessary to sustain valid inference in sub-systems, inthe framew...

Full description

Bibliographic Details

Main Author:	Urbain, Jean-Pierre
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1993.
Series:	Lecture notes in economics and mathematical systems ; 398.
Subjects:	Economics. Electronic books.
Online Access:	Connect to the full text of this electronic book