Models with Several Regimes and Changes in Exogeneity

DOI10.2307/2297101MaRDI QIDQ3867511zbMATH OpenOpenAlexFDO

Authors Jean-Francois Richard

Publication date 1980

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297101

zbMATH Keywords

changes in exogeneitylinear dynamic modelsseveral regimesswitching modelsweak exogeneityweakly exogenous parameters

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Cited in

(11)

• Testing strategies for model specification
• Tests of overidentification and predeterminedness in simultaneous equation models
• Asymptotic robustness of tests of overidentification and predeterminedness
• Granger causality
• CONDITIONING IN DYNAMIC MODELS
• Lagrance-multiplier tersts for weak exogeneity: a synthesis
• J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
• On the interactions of unit roots and exogeneity
• TRYGVE HAAVELMO AND THE EMERGENCE OF CAUSAL CALCULUS
• THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
• A unified approach to estimation and orthogonality tests in linear single-equation econometric models

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