Special Section on exogeneity, cointegration, and economic policyd analysis: Associate editor’s introduction

Journal of Business and Economic Statistics

Volumn 16, Issue 4, 1998, Pages 369-

  Ericsson, Neil R ^a  

^a FEDERAL RESERVE BOARD   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011196008     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1998.10524777     Document Type: Article

References (7)

1. Engle, R. R, and Granger, C. W. I. (1987), “Co-integration and Error Correction: Representation, Estimation, and Testing,” Econometrica, 55, 251-276.
2. Engle, R. R, and Hendry, D. F. (1993), “Testing Super Exogeneity and Invariance in Regression Models,” Journal of Econometrics, 56, 119-139.
3. Engle, R. R, Hendry, D. R, and Richard, J.-F. (1983), “Exogeneity,” Econometrica, 51, 277-304.
4. Hendry, D. F. (1988), “The Encompassing Implications of Feedback Versus Feedforward Mechanisms in Econometrics,” Oxford Economic Papers, 40, 132-149.
5. Johansen, S. (1988), “Statistical Analysis of Cointegration Vectors,” Journal of Economic Dynamics and Control, 12, 231-254.
6. Johansen, S. (1992a), “Cointegration in Partial Systems and the Efficiency of Single-equation Analysis,” Journal of Econometrics, 52, 389-402.
7. Johansen, S. (1992b), “Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data,” Journal of Policy Modeling, 14, 313-334.