Exogeneity and Identification

  • Simon P. Burke
  • John Hunter
Chapter
Part of the Palgrave Texts in Econometrics book series (PTEC)

Abstract

In this chapter, we consider the question of long-run exogeneity and the related issue of identification. In the authors’ opinion, detection of the exogenous variables in either the long run or the short run is a precursor to any attempt to structurally identify economic or financial phenomena.

Keywords

Covariance 

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Copyright information

© Simon P. Burke and John Hunter 2005

Authors and Affiliations

  • Simon P. Burke
  • John Hunter

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