Models with Several Regimes and Changes in Exogeneity
From MaRDI portal
Publication:3867511
DOI10.2307/2297101zbMath0429.90017MaRDI QIDQ3867511
Publication date: 1980
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297101
weak exogeneity; switching models; linear dynamic models; changes in exogeneity; several regimes; weakly exogenous parameters
Related Items
Lagrance-multiplier tersts for weak exogeneity: a synthesis, On the interactions of unit roots and exogeneity, 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, Testing strategies for model specification, Tests of overidentification and predeterminedness in simultaneous equation models, Asymptotic robustness of tests of overidentification and predeterminedness, CONDITIONING IN DYNAMIC MODELS