Testing Exogeneity by Neil R. EricssonTesting Exogeneity by Neil R. Ericsson

Testing Exogeneity

EditorNeil R. Ericsson, John S. Irons

Paperback | August 1, 1993

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This book discusses the nature of exogeneity - a central concept in econometrics - and shows how to test for it through numerous substantive empirical examples. Part I considers what exogeneity is and how it can be tested. Part II contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates across both developed and developing countries. Part III 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 unique and unified perspective on applied econometric modelling in general and on exogeneity tests in particular. The applications are substantive and diverse, with a broad appeal to theapplied economist.Contributors: H. Ahumada, G. Bardsen, J. Campos, M. Deutsch, R. F. Engle, Neil R. Ericsson, C. W. J. Granger, B. E. Hansen, David F. Hendry, J. Hunter, S. Johansen, K. Juselius, R. Numoen, Jean-Francois Richard
Neil R. Ericsson is at Federal Reserve, Washington, DC. John S. Irons is on the Board of Governors of the Federal Reserve System, Washington, DC.
Title:Testing ExogeneityFormat:PaperbackDimensions:432 pages, 9.21 × 6.14 × 0.98 inPublished:August 1, 1993Publisher:Oxford University Press

The following ISBNs are associated with this title:

ISBN - 10:0198774044

ISBN - 13:9780198774044

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Editorial Reviews

`The book contains a very readable collection of articles and a great introduction by Neil Ericsson.'The Economic Journal