(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models |
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(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (English)
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3 November 2020
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strict exogeneity
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long autoregressions
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kernel function
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extreme value theory
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many regressors/instruments
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