Weak exogeneity is a statistical property in cointegration analysis whereby a subset of variables in a multivariate system is conditionally independent of the long-run equilibrium parameters, implying that no information about these parameters is lost by treating the subset as given in inference.
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193
Sensitivity to Exogeneity Assumptions in Program Evaluation
Guido W. Imbens · American Economic Review · 2003 · 543 citations
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219
University College London
London, United Kingdom
6 h-index
8 publications
319 citations
Federal Reserve Board of Governors
Washington D.C., United States
6 h-index
6 publications
535 citations
Federal Reserve
Washington D.C., United States
6 h-index
6 publications
535 citations
Birkbeck, University of London
London, United Kingdom
5 h-index
5 publications
208 citations
University of Copenhagen
Copenhagen, Denmark
5 h-index
6 publications
1K citations
IZA - Institute of Labor Economics
Bonn, Germany
4 h-index
4 publications
86 citations
Bank of Spain
Madrid, Spain
4 h-index
5 publications
150 citations
University of California San Diego
San Diego, United States
4 h-index
4 publications
173 citations
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- Journal of Econometrics
14 publications · 7.9K citations
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Repository · 12 publications · 368 citations
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Repository · 12 publications · 472 citations
11
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- Applied Economics
10 publications · 337 citations
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- Journal of Applied Econometrics
8 publications · 648 citations
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