Exogeneity and Identification

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


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.


Exogenous Variable Full Rank Rank Condition Cointegrating Vector Rank Restriction 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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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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