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Bayesian multivariate exogeneity analysis : An application to a UK money demand equation

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  • Steel, Mark F. J.
  • Richard, Jean-Francois

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 49 (1991)
Issue (Month): 1-2 ()
Pages: 239-274

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Handle: RePEc:eee:econom:v:49:y:1991:i:1-2:p:239-274

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Steel, M.F.J., 1989. "Weak Exogeneity In Misspecified Sequential Models," Papers 8942, Tilburg - Center for Economic Research.
  2. Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
  3. John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis.
  4. Neil R. Ericsson & John S. Irons, 1995. "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers 506, Board of Governors of the Federal Reserve System (U.S.).

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