Lagrance-multiplier tersts for weak exogeneity: A synthesis

Econometric Reviews

Volumn 16, Issue 1, 1997, Pages 21-38

  Peter Boswijk, H ^a   Urbain, Jean Pierre ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Error correction models; Exogeneity; Lagrange multiplier test; Money do mand

Indexed keywords

EID: 0040196243     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939708800370     Document Type: Article

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