TY  - BOOK
AU  - Ericsson,Neil R.
AU  - Irons,John S.
TI  - Testing exogeneity
T2  - Advanced texts in econometrics
SN  - 9780198774044 (pbk.)
U1  - 330.015195 23
PY  - 2012///
CY  - Oxford
PB  - Oxford University Press
KW  - Econometric models
KW  - Econometrics
N1  - Includes bibliographical references and index; 1. Testing exogeneity : an introduction / Neil R. Ericsson --
2. Exogeneity / Robert F. Engle, David F. Hendry, and Jean-François Richard --
3. The encompassing implications of feedback versus feedforward mechanisms in econometrics / David F. Hendry --
4. Testing super exogeneity and invariance in regression models / Robert F. Engle and David F. Hendry --
5. Testing weak exogeneity and the order of cointegration in U.K. money demand data / Søren Johansen --
6. Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom / John Hunter --
7. Domestic and foreign effects on prices in an open economy : the case of Denmark / Katarina Juselius --
8. A dynamic model of the demand for currency : Argentina 1977-1988 / Hildegart Ahumada --
9. Dynamic modeling of the demand for narrow money in Norway / Gunnar Bårdsen --
10. Finnish manufacturing wages 1960-1987 : real-wage flexibility and hysteresis / Ragnar Nymoen --
11. An econometric analysis of TV advertising expenditure in the United Kingdom / David F. Hendry --
12. Parameter constancy, mean square forecast errors, and measuring forecast performance : an exposition, extensions, and illustration / Neil R. Ericsson --
13. Comments on the evaluation of policy models / Clive W.J. Granger and Melinda Deutsch --
14. Confidence intervals for linear combinations of forecasts from dynamic econometric models / Julia Campos --
15. Testing for parameter instability in linear models / Bruce E. Hansen
N2  - 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.
ER  -