Results 21 to 30 of about 18,712 (234)
Frontiers in Psychiatry, 2021 Background: National lockdown in the UK during the COVID-19 pandemic severely restricted the mobility of residents and increased time spent in their residential neighbourhoods.
Celine Teo +6 more
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Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy [PDF]
, 2010 Cointegration ideas as introduced by Granger in 1981 are commonly embodied in empirical macroeconomic modelling through the vector error correction model (VECM).
J. Jacobs, K. Wallis
semanticscholar +2 more sources
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity [PDF]
Econometrica, 2018 This paper considers a class of generalized methods of moments (GMM) estimators for general dynamic panel models, allowing for weakly exogenous covariates and cross‐sectional dependence due to spatial lags, unspecified common shocks, and time‐varying ...
G. Kuersteiner, I. Prucha
semanticscholar +1 more source
Econometrics, 2020 This work describes a versatile and readily-deployable sensitivity analysis of an ordinary least squares (OLS) inference with respect to possible endogeneity in the explanatory variables of the usual k-variate linear multiple regression model.
Richard A. Ashley +1 more
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ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS [PDF]
Econometric Theory, 2019 We discuss the existence and uniqueness of stationary and ergodic nonlinear autoregressive processes when exogenous regressors are incorporated into the dynamic. To this end, we consider the convergence of the backward iterations of dependent random maps.
Z. Debaly, L. Truquet
semanticscholar +1 more source
Specifying exogeneity and bilinear effects in data driven model searches
Behavior Research Methods, 2020 Data-driven model searches provide the opportunity to quantify person-specific processes using ambulatory assessment data. Here, the search space typically includes all potential relations among variables, meaning that all variables can potentially ...
C. Arizmendi +3 more
semanticscholar +1 more source
Econometrica, 1983 Abstract Definitions are proposed for weak and strong exogeneity in terms of the distribution of observable variables. The objectives of the paper are to clarify the concepts involved, isolate the essential requirements for a variable to be exogenous, and relate them to notions of predeterminedness, strict exogeneity and causality in ...
Engle, Robert F +2 more
openaire +8 more sources
The Discovery of Long-Run Causal Order: A Preliminary Investigation
Econometrics, 2020 The relation between causal structure and cointegration and long-run weak exogeneity is explored using some ideas drawn from the literature on graphical causal modeling.
Kevin D. Hoover
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Journal of the American Academy of Dermatology, 2000 Ochronosis is an uncommon condition characterized by yellow-brown pigment deposits in the dermis. It occurs in exogenous and endogenous forms. We report a case of exogenous ochronosis in a Hispanic woman and discuss the different forms of this condition. We treated the lesions with Q-switched ruby laser.
K E, Kramer +3 more
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Revista de Economia Contemporânea, 2006 O presente trabalho apresenta um modelo teórico de quatro setores que endogeiniza o setor financeiro da economia submetendo-o às decisões das famílias e do governo.
Eliane Cristina de Araújo, Joilson Dias
doaj +1 more source