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Book Reviews

Book reviews

Pages 215-220 | Published online: 21 Mar 2007

References

  • Engle , R. F. , Hendry , D. F. and Richard , J.-F. 1983 . Exogeneity . Econometric , 54 : 277 – 304 .
  • Hall , A. R. 1994 . Testing for a Unit Root in Time Series with Pretest Databased Model Selection . Journal of Business and Economic Statistics , 12 : 461 – 470 .
  • Hall , A. R. , Rudebusch , G. D. and Wilcox , D. W. 1996 . Judging Instrument Relevance in Instrumental Variables Estimation . International Economic Review , 37 : 283 – 298 .
  • Nelson , C. R. and Kang , H. 1981 . Spurious Periodicity in Inappropriately Detrended Time Series . Econometrics , 49 : 741 – 751 .
  • Nelson , C. R. and Murray , C. J. 1997 . AThe Uncertain Trend in U.S. GDP , Seattle, , Washington : University of Washington discussion paper .

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