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Exogeneity.

Abstract:

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, many existing definitions have been formulated in terms of disturbances from relationships which contain unknown parameters, yet whether or not such disturbances satisfy certain orthogonality conditions with other ob...

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Authors


Robert F Engle More by this author
David F Hendry More by this author
JeanFrancois Richard More by this author
Series:
The Warwick Economics Research Paper Series (TWERPS)
Publication date:
1979
URN:
uuid:9ea79eeb-e446-449e-b0c0-9f6e9b9e3186
Local pid:
oai:economics.ouls.ox.ac.uk:12322
Language:
English

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