Chapter

Predetermined Variables

Manuel Arellano

in Panel Data Econometrics

Published in print June 2003 | ISBN: 9780199245284
Published online July 2005 | e-ISBN: 9780191602481 | DOI: http://dx.doi.org/10.1093/0199245282.003.0008

Series: Advanced Texts in Econometrics

 							Predetermined Variables

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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

Chapter.  15812 words. 

Subjects: Econometrics and Mathematical Economics

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