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Tests of Causality, Predeterminedness and Exogeneity - MaRDI portal

Tests of Causality, Predeterminedness and Exogeneity

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Publication:3323106

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DOI10.2307/2648785zbMath0537.62096OpenAlexW2083691542MaRDI QIDQ3323106

Publication date: 1983

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2648785

zbMATH Keywords

time series causality lag operator predeterminedness identifiability of structural parameters linear dynamic simultaneous equations model tests of exogeneity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory

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