Results 81 to 90 of about 18,712 (234)
Robust exogeneity tests in the presence of outliers [PDF]
Exogeneity testing is studied in the presence of outliers in response variables. Robust tests based on least absolute deviations (LAD) and M estimators are proposed and illustrated with an application to Mroz (1987) data. Our simulation results show that
Sunil Sapra
core
Takarajima: A Treasured Island: Exogeneity, folkloric identity and local branding
, 2014 This article examines the manner in which local identity can be constructed on small islands from the selective prioritisation and elaboration of exogenous elements that become localised by this process and can subsequently function as a brand within ...
P. Hayward, Sueo Kuwahara
semanticscholar +1 more source
Relaxing the Strict Exogeneity Assumption in a Dynamic Random Probit Model [PDF]
This paper is relaxing the strict exogeneity assumption in a dynamic random probit model to allow for the possibility of feedback effects. We take an MLE approach and specify a marginal distribution for the not strictly exogenous variable in question ...
Steen Winther Blindum
core
Considerations on Interest Rate Exogeneity [PDF]
The idea of an exogenous money supply—controlled entirely through centralbank interventions—was a fundamental tenet of monetarism and New Classical economics. Post Keynesians have developed an extensive literature arguing that the money supply is in fact
Robert Pollin
core
Cogent Economics & Finance, 2014 The existing literature finds conflicting results on the magnitude of price linkages between equity mutual funds and the stock market. The study contends that in an optimal lagged model, the expectations of future prices using knowledge of past price ...
Sasipa Pojanavatee
doaj +1 more source
A Note on Weak Exogeneity in VAR Cointegrated Models. [PDF]
In this note an extension of the traditional definition of weak exogeneity when the variables are I(1) and cointegrated is presented. In particular, the concept of long-run weak exogeneity is introduced when the parameters of interest are the elements of
Dolado, Juan José
core
Linear Regression with Weak Exogeneity [PDF]
This paper studies linear time series regressions with many regressors. Weak exogeneity is the most used identifying assumption in time series. Weak exogeneity requires the structural error to have zero conditional expectation given the present and past ...
Mikusheva, Anna, Sølvsten, Mikkel
core +1 more source
Testing for the Unconfoundedness Assumption Using an Instrumental Assumption
Journal of Causal Inference, 2014 The identification of average causal effects of a treatment in observational studies is typically based either on the unconfoundedness assumption (exogeneity of the treatment) or on the availability of an instrument.
de Luna Xavier, Johansson Per
doaj +1 more source
Panel VAR/block exogeneity test results.
, 2022 Panel VAR/block exogeneity test results.
Ruwan Jayathilaka (9557787) +5 more
core +1 more source
Assessing the Predictive Power of Labor-Market Indicators of Inflation [PDF]
This paper examines two different measures of wages as predicators of prices in a vector error-correction framework using quarterly data for the U.S. for the period from 1947.Q1 through 2008.Q1. Based on cointegration and a series of exogeneity tests, it
Farrokh Nourzad
core