Exogeneity.

In spite of the importance of exogeneity in econometric modeling, an unambiguous definition does not seem to have been proposed to date. This lack has not only hindered systematic discussion, it has served to confuse the connections between "casuality" and "exogeneity". Moreover,...

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Bibliographic Details
Main Authors: Engle, R, Hendry, D, Richard, J
Format: Working paper
Language:English
Published: Department of Economics (University of Warwick) 1979