A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models

被引：0

作者：

Santos, Carlos ^{[1
]}

机构：

[1] Fac Econ & Gestao, Beira, Mozambique

来源：

ECONOMICS BULLETIN | 2007年 / 3卷

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We prove weak exogeneity is an not an impossibility with an ADL structure in the marginal and in the conditional. We show that joint stationarity requirements is driving such common belief

引用

页数：5

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