Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Year of publication: |
2008
|
---|---|
Authors: | Bohn Nielsen, Heino |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 11.2008, 1, p. 39-57
|
Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Schätztheorie | Estimation theory | Geldnachfrage | Money demand | Dänemark | Denmark | 1973-2003 |
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