(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7269453
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models |
scientific article; zbMATH DE number 7269453 |
Statements
(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (English)
0 references
3 November 2020
0 references
strict exogeneity
0 references
long autoregressions
0 references
kernel function
0 references
extreme value theory
0 references
many regressors/instruments
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.87834543
0 references
0.8709121
0 references
0 references
0.8661231
0 references
0.8625814
0 references
