Models with Several Regimes and Changes in Exogeneity

DOI10.2307/2297101zbMath0429.90017OpenAlexW2027459227MaRDI QIDQ3867511

Jean-Francois Richard

Publication date: 1980

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297101

zbMATH Keywords

weak exogeneityswitching modelslinear dynamic modelschanges in exogeneityseveral regimesweakly exogenous parameters

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Related Items

Unnamed Item ⋮ Asymptotic robustness of tests of overidentification and predeterminedness ⋮ Testing strategies for model specification ⋮ J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY ⋮ On the interactions of unit roots and exogeneity ⋮ Lagrance-multiplier tersts for weak exogeneity: a synthesis ⋮ THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson ⋮ Tests of overidentification and predeterminedness in simultaneous equation models ⋮ TRYGVE HAAVELMO AND THE EMERGENCE OF CAUSAL CALCULUS ⋮ A unified approach to estimation and orthogonality tests in linear single-equation econometric models ⋮ CONDITIONING IN DYNAMIC MODELS