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Original Articles

Lagrance-multiplier tersts for weak exogeneity: a synthesis

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Pages 21-38 | Published online: 03 Apr 2007

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Kul B. Luintel & Yongdeng Xu. (2017) Testing weak exogeneity in multiplicative error models. Quantitative Finance 17:10, pages 1617-1630.
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Felix Pretis. (2021) Exogeneity in climate econometrics. Energy Economics 96, pages 105122.
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Andreas M. Fischer. (2007) Measuring income elasticity for Swiss money demand: What do the cantons say about financial innovation?. European Economic Review 51:7, pages 1641-1660.
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Pål Boug, Ådne Cappelen & Anders Rygh Swensen. (2006) Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods. Empirical Economics 31:4, pages 821-845.
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Patrice Guillotreau, Laurent Le Grel & Michel Simioni. (2005) Price–Cost Margins and Structural Change: Sub‐Contracting within the Salmon Marketing Chain. Review of Development Economics 9:4, pages 581-597.
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W. Erno Kuiper & Matthew T.G. Meulenberg. (2002) Vertical price leadership: A cointegration analysis. Agribusiness 18:3, pages 317-331.
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Joaquim Vieira Ferreira Levy, Alessandro Calza & Dieter Gerdesmeier. (2001) Euro Area Money Demand: Measuring the Opportunity Costs Appropriately. IMF Working Papers 01:179, pages 1.
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Juan Jose Dolado, Juan Manuel Rodriguez-Poo & David Veredas. (2004) Testing Weak Exogeneity in the Exponential Family: An Application to Financial Marked-Point Processes. SSRN Electronic Journal.
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Felix Pretis. (2017) Exogeneity in Climate Econometrics. SSRN Electronic Journal.
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Enrique Moral-Benito & Luis Serven. (2013) Testing Weak Exogeneity in Cointegrated Panels. SSRN Electronic Journal.
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