The following pages link to Exogeneity (Q3308929):
Displaying 50 items.
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Editorial: Causality and exogeneity in econometrics (Q291699) (← links)
- Non-causality in bivariate binary time series (Q291706) (← links)
- Nonresponse in dynamic panel data models (Q291712) (← links)
- Exogeneity in structural equation models (Q291716) (← links)
- The structure of US food demand (Q299482) (← links)
- On the statistical identification of DSGE models (Q302169) (← links)
- The role of beliefs in inference for rational expectations models (Q302207) (← links)
- Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
- Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation (Q375034) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- The failure of orthogonality under nonstationarity: should we care about it? (Q544476) (← links)
- An analogue model of phase-averaging procedures (Q583817) (← links)
- The dynamic effects of aggregate demand and supply disturbances: Another Look (Q672613) (← links)
- From association to causation via regression (Q679036) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- On the unidentifiability of the fixed-effects 3PL model (Q748213) (← links)
- Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- A new marked point process model for the federal funds rate target: methodology and forecast evaluation (Q844722) (← links)
- On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
- Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors (Q991163) (← links)
- Score tests for zero covariances in recursive linear models for grouped or censored data (Q1067740) (← links)
- Identification of linear stochastic models with covariance restrictions (Q1077122) (← links)
- Empirical modeling in dynamic econometrics (Q1083014) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Structural time series modeling: A Bayesian approach (Q1095558) (← links)
- Prediction tests in limited dependent variable models (Q1104020) (← links)
- Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515) (← links)
- Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
- A note on weak exogeneity in VAR cointegrated models (Q1206321) (← links)
- Statistical inference on cointegration rank in error correction models with stationary covariates (Q1298419) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data (Q1305795) (← links)
- Weak exogeneity and dynamic stability in cointegrated VARs (Q1319626) (← links)
- Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Encompassing in stationary linear dynamic models (Q1341212) (← links)
- Bayesian efficiency analysis through individual effects: Hospital cost frontiers (Q1362027) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Choice as an alternative to control in observational studies. (With comments and a rejoinder). (Q1431170) (← links)
- The econometric consequences of the ceteris paribus condition in economic theory (Q1574215) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- The ability to correct the bias in the stable AD(1,1) model with a feedback effect (Q1659112) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Weak exogeneity in \(I(2)\) VAR systems (Q1808548) (← links)
- Structural econometric modeling and time series analysis (Q1822192) (← links)
- Causal relationships and replicability (Q1825575) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)