Testing the exogeneity specification in the complete dynamic simultaneous equation model
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Publication:1256287
DOI10.1016/0304-4076(78)90067-2zbMath0403.62080OpenAlexW2041930636MaRDI QIDQ1256287
Publication date: 1978
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(78)90067-2
StationarityComplete Dynamic Simultaneous Equation ModelEndogenous VariablesExogenous VariablesTesting Exogeneity Specification
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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