SHEN, Jia - In: Annales d'Economie et de Statistique (1998) 51, pp. 227-248
We study the exogeneity of the variable {Zn} in the nonlinear model Xn+1 = tjJ(Xn)+'ljJ(Zn)+En, as weil as sufficient conditions of Markov property for {Xn }, and ergodicity and u-mixing property for {Xn }.
