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Bayesian Multivariate Exogeneity Analysis: An Application To A Uk Money Demand Equation

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  • STEEL, M.F.J.
  • RICHARD, J.F.

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  • 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.
    • Handle: RePEc:fth:tilbur:8929
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    6. Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
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    13. 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 121-144, Winter.
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    17. Alogoskoufis,George & Portes,Richard & Papademos,Lucas (ed.), 1991. "External Constraints on Macroeconomic Policy," Cambridge Books, Cambridge University Press, number 9780521405270, October.
    18. Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-692, December.
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    20. Alessie, R.J.M., 1990. "Individual effects in utility consistent models of demand," Other publications TiSEM a2f9377b-9732-44b2-a873-b, Tilburg University, School of Economics and Management.
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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. Steel, M.F.J., 1989. "Weak exogeneity in misspecified sequential models," Discussion Paper 1989-42, Tilburg University, Center for Economic Research.
    3. van Wijnbergen, Sweder, 1992. "Trade Reform, Policy Uncertainty, and the Current Account: A Non-Expected-Utility Approach," American Economic Review, American Economic Association, vol. 82(3), pages 626-633, June.
    4. Van Soest, Arthur & Kooreman, Peter, 1990. "Coherency of the indirect translog demand system with binding nonnegativity constraints," Journal of Econometrics, Elsevier, vol. 44(3), pages 391-400, June.
    5. de Zeeuw, A J & van der Ploeg, F, 1991. "Difference Games and Policy Evaluation: A Conceptual Framework," Oxford Economic Papers, Oxford University Press, vol. 43(4), pages 612-636, October.
    6. John Geweke, 1999. "Using simulation methods for bayesian econometric models: inference, development,and communication," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 1-73.
    7. 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.).
    8. Kapteyn, Arie & Kooreman, Peter, 1992. "Household labor supply: What kind of data can tell us how many decision makers there are?," European Economic Review, Elsevier, vol. 36(2-3), pages 365-371, April.
    9. Borm, Peter & Keiding, H & McLean, R.P. & Oortwijn, S & Tijs, S, 1992. "The Compromise Value for NTU-Games," International Journal of Game Theory, Springer;Game Theory Society, vol. 21(2), pages 175-189.
    10. Greenberg, J., 1993. "On the sensitivity of von Neuman and Morgenstern abstract stable sets : The stable and the individual stable bargaining set," Other publications TiSEM f8331cc7-3adf-4583-8921-0, Tilburg University, School of Economics and Management.
    11. Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.

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