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A Bayesian Analysis Of Exogeneity In Models Pooling Time- Series And Cross -Section Data

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Author Info

  • OSIEWALSKI, J.
  • STEEL, M.F.J.

Abstract

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Bibliographic Info

Paper provided by Tilburg - Center for Economic Research in its series Papers with number 8914.

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Length: 49 pages
Date of creation: 1989
Date of revision:
Handle: RePEc:fth:tilbur:8914

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Keywords: time series ; economic models ; regression analysis;

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References

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  1. Zellner, Arnold, 1979. "Causality and econometrics," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 9-54, January.
  2. Florens, J P & Mouchart, M, 1982. "A Note on Noncausality," Econometrica, Econometric Society, vol. 50(3), pages 583-91, May.
  3. Wu, De-Min, 1973. "Alternative Tests of Independence Between Stochastic Regressors and Disturbances," Econometrica, Econometric Society, vol. 41(4), pages 733-50, July.
  4. Geweke, John, 1984. "Inference and causality in economic time series models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 19, pages 1101-1144 Elsevier.
  5. Chib, Siddhartha & Tiwari, Ram C. & Jammalamadaka, S. Rao, 1988. "Bayes prediction in regressions with elliptical errors," Journal of Econometrics, Elsevier, vol. 38(3), pages 349-360, July.
  6. Chamberlain, Gary & Griliches, Zvi, 1975. "Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(2), pages 422-49, June.
  7. Smith, Richard J & Blundell, Richard W, 1986. "An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply," Econometrica, Econometric Society, vol. 54(3), pages 679-85, May.
  8. Wu, De-Min, 1983. "Tests of Causality, Predeterminedness and Exogeneity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 547-58, October.
  9. repec:fth:inseep:8809 is not listed on IDEAS
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Citations

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Cited by:
  1. Steel, M.F.J., 1989. "Weak exogeneity in misspecified sequential models," Discussion Paper 1989-42, Tilburg University, Center for Economic Research.
  2. Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Hospital efficiency analysis through individual effects: A Bayesian approach," Discussion Paper 1994-47, Tilburg University, Center for Economic Research.
  3. Anna Pajor, 2011. "A Bayesian Analysis of Exogeneity in Models with Latent Variables," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 3(2), pages 49-73, June.

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