TESTING PARAMETER CONSTANCY AND SUPER EXOGENEITY IN ECONOMETRIC EQUATIONS
提出联合检验弱外生性和不变性的方法，以检验单一方程中的超外生性，并通过挪威消费函数实例展示参数恒常性检验与建模，结果与先前研究一致。
The paper is concerned with testing super exogeneity in a single equation that can either be linear or partially nonlinear. A joint test for testing both weak exogeneity and a form of invariance, which together amount to a form of super exogeneity, is presented and its properties discussed. The considerations also include testing parameter constancy and modelling parameter nonconstancy by an example in which testing super exogeneity in a consumption function for Norway, based on a previously published model is considered. The results are compared with the previous conclusions and found not to disagree with them.