Exogeneity in Error Correction Models - Lecture Notes in Economics and Mathematical Systems - Jean-Pierre Urbain - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540566397 - June 14, 1993
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Jean-Pierre Urbain
Exogeneity in Error Correction Models - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 1993 edition

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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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released June 14, 1993
ISBN13 9783540566397
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 189
Dimensions 170 × 242 × 11 mm   ·   349 g
Language German  

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