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- Predetermined_variables abstract "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 constraints and rational expectations. Here, consumption is predetermined but not strictly exogenous. An unpredictable negative income shock will be uncorrelated with past (and potentially current) consumption, but will surely be correlated with future consumption—the individual will be forced to adjust their future consumption to accommodate their poorer state, inducing correlation. If the shock affects current consumption, predeterminedness (defined now as lags only) provides potential instruments--lagged values of the variable.Predeterminedness, or sequential exogeneity, is commonly invoked in dynamic panel models.Predetemined variables can be shown as: E(uis|xit) ≠ 0 where s < t".
- Predetermined_variables wikiPageID "1509791".
- Predetermined_variables wikiPageRevisionID "532047771".
- Predetermined_variables auto "yes".
- Predetermined_variables date "December 2009".
- Predetermined_variables hasPhotoCollection Predetermined_variables.
- Predetermined_variables subject Category:Economics_models.
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- Predetermined_variables type CausalAgent100007347.
- Predetermined_variables type EconomicsModels.
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- Predetermined_variables type Model110324560.
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- Predetermined_variables type Person100007846.
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- Predetermined_variables type Whole100003553.
- Predetermined_variables type Worker109632518.
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- Predetermined_variables comment "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.".
- Predetermined_variables label "Predetermined variables".
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- Predetermined_variables wasDerivedFrom Predetermined_variables?oldid=532047771.
- Predetermined_variables isPrimaryTopicOf Predetermined_variables.