Titlebook: Contributions to Econometric Theory and Application; Essays in Honour of R. A. L. Carter,J. Dutta,A. Ullah Book 1990 Springer-Verlag New Y

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The Concept of Exogeneity in Econometrics,ted which illustrate their generation and their importance for prediction. The relationship of exogenous variables to vector autoregressive models and the notion of Granger-causality is also discussed.

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,Regional Inequality by Components of Income: United States, 1969–1986,ntially alleviating some current problems of directly estimating total inequality, the application suggests that such decomposition can additionally provide insight into asymmetries of intertemporal change, differences in inequality at a point in time compared with changes in that inequality over ti

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,Large Sample Distribution of Several Inequality Measures: With Application to C?te d’Ivoire,eral inequality measures that are used to test whether observed differences in sample estimates are statistically significant. The results presented in the paper are used to analyze income inequality in C?te d’Ivoire from the data of the Living Standards Survey, 1985.

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Nonparametric-Monte-Carlo Estimates of t-Ratio Distributions in Dynamic Simultaneous Linear Equatiocients of dynamic simultaneous linear equations models. Various versions of the instrumental variables estimator were obtained by using differing amounts of prior information to choose the instrument set. The results suggest that the asymptotically correct standard normal distribution is a poor appr

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,The Exact Distribution of the PRRF Estimator — A Monte Carlo Integration Approach,the complexity of the pdf, involving invariant polynomials with several matrix arguments, little is known of its distributional shape or its sensitivity to parameter changes. In this paper extensive numerical computations are undertaken, using Monte Carlo integration, along with non parametric densi

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,Developments in Double k—Class Estimators of Parameters in Structural Equations,cterized by two scalars. This article reviews briefly the results dealing with the properties of estimators. Specifically, the issues in finite sample properties are highlighted and an appraisal is presented.