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Panel Data Econometrics$
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Manuel Arellano

Print publication date: 2003

Print ISBN-13: 9780199245284

Published to Oxford Scholarship Online: July 2005

DOI: 10.1093/0199245282.001.0001

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PRINTED FROM OXFORD SCHOLARSHIP ONLINE (oxford.universitypressscholarship.com). (c) Copyright Oxford University Press, 2021. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use. date: 23 September 2021

Predetermined Variables

Predetermined Variables

Chapter:
(p.143) 8 Predetermined Variables
Source:
Panel Data Econometrics
Author(s):

Manuel Arellano

Publisher:
Oxford University Press
DOI:10.1093/0199245282.003.0008

This chapter analyses models in which the time-varying error are uncorrelated with current and lagged values of certain conditioning variables but not with their future values, so that these are predetermined with respect to the time varying errors. It emphasises an incomplete model that specifies orthogonality conditions between a structural error and predetermined instruments. Predeterminedness is defined relative to a specific structural error.

Keywords:   time varying error, predetermined variables, econometric models

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