Browsing FGV EPGE - Seminários de Pesquisa Econômica by Author "Toro, Juan"
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Testing for super-exogeneity in the presence of common deterministic shifts
Toro, Juan
2001-11-22This paper introduces the concept of common deterministic shifts (CDS). This concept is simple, intuitive and relates to the common structure of shifts or policy interventions. We propose a Reduced Rank technique to ...


