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Exogeneity in Error Correction Models - Lecture Notes in Economics and Mathematical Systems Jean-Pierre Urbain Softcover reprint of the original 1st ed. 1993 edition
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Exogeneity in Error Correction Models - Lecture Notes in Economics and Mathematical Systems
Jean-Pierre Urbain
In the recent years, the study of cointegrated time seriesand the use of error correction models have become extremelypopular in the econometric literature. This book provides ananalysis of the notion of (weak) exogeneity, which isnecessary to sustain valid inference in sub-systems, intheframework of error correction models (ECMs).
200 pages, biography
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 14. junija 1993 |
| ISBN13 | 9783540566397 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 189 |
| Dimenzije | 170 × 242 × 11 mm · 349 g |
| Jezik | Nemščina |
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