Predetermined variables
id:
predetermined-variables-310-15731593
title:
Predetermined variables
text:
Predetermined variables are variables that were determined prior to the current period. In econometric models this implies that the current period error term is uncorrelated with current and lagged values of the predetermined variable but may be correlated with future values. This is a weaker restriction than strict exogeneity, which requires the variable to be uncorrelated with past, present, and future shocks. A common example of a predetermined variable is consumption in models with credit co
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wiki
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encyclopedia
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original url:
https://en.wikipedia.org/wiki/Predetermined_variables
date created:
date modified:
2022-09-24T06:58:09Z
main entity:
{"identifier":"Q7239623","url":"https://www.wikidata.org/entity/Q7239623"}
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