Testing Weak Exogeneity in Cointegrated System
Year of publication: |
2004-08-11
|
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Authors: | Chiying, Hsiao ; Pu, Chen |
Institutions: | Econometric Society |
Subject: | Error correction model | Exogeneity | Wald testest | VAR | Cointegration |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Far Eastern Meetings 2004 Number 537 |
Classification: | C32 - Time-Series Models ; C12 - Hypothesis Testing |
Source: |
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