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Can I read Exogeneity in Error Correction Models (Lecture Notes in Economics and Mathematical Systems, 398) on EtoBox?
Exogeneity in Error Correction Models (Lecture Notes in Economics and Mathematical Systems, 398) by Dr. Jean-Pierre Urbain (auth.) is a business book available to read on EtoBox.
What is Exogeneity in Error Correction Models (Lecture Notes in Economics and Mathematical Systems, 398) about?
In the recent years, the study of cointegrated time series and the use of error correction models have become extremely popular in the econometric literature. This book provides an analysis of the notion of (weak) exogeneity, which is necessary to sustain valid inference in sub-systems, inthe framework of error correction models (ECMs). In many practical situations, the applied econometrician wants to introduce "structure" on his/her model in order to get economically meaningful coefficients. Fo
Who reads Exogeneity in Error Correction Models (Lecture Notes in Economics and Mathematical Systems, 398)?
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- Dr. Jean-Pierre Urbain (auth.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Published
- 1993
- Language
- EN
- ISBN
- 9783540566397
- Category
- business
- Subjects
- Mathematics, Economics, Business
- Updated
- 2026-03-25
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