文章基本信息

标题：A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models
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作者：Carlos Santos
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2007
卷号：3
出版社：Economics Bulletin
摘要：We prove weak exogeneity is an not an impossibility with an ADL structure in the marginal and in the conditional. We show that joint stationarity requirements is driving such common belief
关键词：weak exogeneity joint stationarity conditional models ADL models variation free