Testing Exogeneity (Advanced Texts in Econometrics)

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Summary: Collection of articles on exogeneity in time-series `metrics
Review: This book discusses the nature of Exogeneity from both theoretical and applied perspectives. It includes theoriginal source papers, from Econometrica and other Journals, which contain clarifications and tests of exogeneity, applications of the tests of exogeneity, and refinements of the testing procedures. Contributors include: Robert Engle, Neil Ericsson, David Hendry, Soren Johansen, and many others.