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Weak exogenity - PowerPoint PPT Presentation

Tests on alpha

Tests on alpha. Long-run weak exogeneity (a zero row in alpha) Estimation in partial system A known vector in alpha. Long-run weak exogeneity (no long-run feed-back). Or:. The concentrated model:. Tests of weak exogenity. Joint test of weak exogeneity. Weak exogeneity and partial models.

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Weak exogenity - PowerPoint PPT Presentation

Tests on alpha