Lagrance-multiplier tersts for weak exogeneity: a synthesis (Q4355142)
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scientific article; zbMATH DE number 1062684
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| English | Lagrance-multiplier tersts for weak exogeneity: a synthesis |
scientific article; zbMATH DE number 1062684 |
Statements
Lagrance-multiplier tersts for weak exogeneity: a synthesis (English)
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17 September 1997
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Lagrange-multiplier test
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money demand
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weak exogeneity
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dynamic regression models
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Durbin-Wu-Hausman specification tests
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cointegration
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error correction models
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0.9073267
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0.8971341
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0.87980187
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0.87260765
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0.86966956
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0.86494124
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