Revankar, Nagesh S; Yoshino, Naoyuki - In: The Review of Economics and Statistics 72 (1990) 1, pp. 173-77
Let y (subscript "a"), y (subscript "b") denote the endogenous variables in a conventional structural system. The paper presents a simple test of H (subscript "o") : y (subscript "a") is weakly exogenous with respect to y (subscript "b")'s structural equation system (SES [subscript "b"]). The...