All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

Carlos Santos
''A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models''
( 2007, Vol. 3 No.53 )
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
Keywords: weak exogeneity joint stationarity conditional models ADL models variation free
JEL: C5 - Econometric Modeling: General
C2 - Single Equation Models; Single Variables: General
Manuscript Received : Oct 18 2007 Manuscript Accepted : Oct 18 2007

  This abstract has been downloaded 1646 times                The Full PDF of this paper has been downloaded 140897 times