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
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收藏
页数：5
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