Testing Exogeneity Book

	Preface
	Contributors and Their Current Affiliations
1	Testing Exogeneity: An Introduction	3
2	Exogeneity	39
3	The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics	71
4	Testing Super Exogeneity and Invariance in Regression Models	93
5	Testing Weak Exogeneity and the Order of Cointegration in U.K. Money Demand Data	121
6	Tests of Cointegrating Exogeneity for PPP and Uncovered Interest Rate Parity in the United Kingdom	145
7	Domestic and Foreign Effects on Prices in an Open Economy: The Case of Denmark	161
8	A Dynamic Model of the Demand for Currency: Argentina 1977-1988	191
9	Dynamic Modeling of the Demand for Narrow Money in Norway	219
10	Finnish Manufacturing Wages 1960-1987: Real-wage Flexibility and Hysteresis	251
11	An Econometric Analysis of TV Advertising Expenditure in the United Kingdom	275
12	Parameter Constancy, Mean Square Forecast Errors, and Measuring Forecast Performance: An Exposition, Extensions, and Illustration	311
13	Comments on the Evaluation of Policy Models	341
14	Confidence Intervals for Linear Combinations of Forecasts from Dynamic Econometric Models	361
15	Testing for Parameter Instability in Linear Models	389
	Index	407