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Testing the exogeneity specification in the complete dynamic simultaneous equation model · Study

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ArticleTesting the exogeneity specification in the complete dynamic simultaneous equation model

John F Geweke1978

Article1978

Testing the exogeneity specification in the complete dynamic simultaneous equation model

167 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Advanced Statistical Methods and Models Statistical and numerical algorithms

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1972MONEY, INCOME, AND CAUSALITY 1967Distributed Lags: A Survey 1974Time series analysis and simultaneous equation econometric models 1977Causality in temporal systems 1976A Classical Macroeconometric Model for the United States

Cited by

1983Granger Causality and the Times Series Analysis of Political Relationships 1991Evolution in dynamic linkages across daily national stock indexes 1993Price dynamics and error correction in stock index and stock index futures markets: A cointegration approach 1999Economic determinants of evolution in international stock market integration 1984Causality Between Public Expenditure and National Income 1982INFLATION AND GOVERNMENT DEFICITS 1980Models with Several Regimes and Changes in Exogeneity 1984Chapter 19 Inference and causality in economic time series models

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Details

Year1978

Typearticle

Published1978-06-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations167

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0304-4076(78)90067-2

openalex_workW2041930636

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