Weak Exogeneity In Misspecified Sequential Models
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Bibliographic InfoPaper provided by Tilburg - Center for Economic Research in its series Papers with number 8942.
Length: 39 pages
Date of creation: 1989
Date of revision:
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Phone: 31 13 4663050
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statistical analysis ; econometric models;
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- 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.
- Hendry, David F. & Richard, Jean-Francois, 1982.
"On the formulation of empirical models in dynamic econometrics,"
Journal of Econometrics,
Elsevier, vol. 20(1), pages 3-33, October.
- HENRY, David F. & RICHARD, Jean-François, . "On the formulation of empirical models in dynamic econometrics," CORE Discussion Papers RP -502, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Osiewalski, J. & Steel, M.F.J., 1989.
"A Bayesian analysis of exogeneity in models pooling time-series and cross-section data,"
1989-14, Tilburg University, Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian Analysis Of Exogeneity In Models Pooling Time- Series And Cross -Section Data," Papers 8914, Tilburg - Center for Economic Research.
- Poirier, Dale J, 1988. "Frequentist and Subjectivist Perspectives on the Problems of Model Building in Economics," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 121-44, Winter.
- Richard, J. F. & Steel, M. F. J., 1988. "Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 7-37.
- Spanos,Aris, 1986. "Statistical Foundations of Econometric Modelling," Cambridge Books, Cambridge University Press, number 9780521269124.
- Steel, Mark F. J. & Richard, Jean-Francois, 1991.
"Bayesian multivariate exogeneity analysis : An application to a UK money demand equation,"
Journal of Econometrics,
Elsevier, vol. 49(1-2), pages 239-274.
- Steel, M.F.J. & Richard, J.F., 1989. "Bayesian Multivariate Exogeneity Analysis: An Application To A Uk Money Demand Equation," Papers 8929, Tilburg - Center for Economic Research.
- Steel, M.F.J. & Richard, J., 1989. "Bayesian multivariate exogeneity analysis: An application to a UK money demand equation," Discussion Paper 1989-29, Tilburg University, Center for Economic Research.
- Dreze, Jacques H. & Richard, Jean-Francois, 1983.
"Bayesian analysis of simultaneous equation systems,"
Handbook of Econometrics,
in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 9, pages 517-598
- Steel, M.F.J., 1988. "Seemingly unrelated regression equation systems under diffuse stochastic prior information: A recursive analytical approach," Discussion Paper 1988-5, Tilburg University, Center for Economic Research.
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