Testing weak exogeneity and the order of cointegration in UK money demand data
Year of publication: |
1992
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Authors: | Johansen, Søren |
Published in: |
Journal of policy modeling : JPMOD ; a social science forum of world issues. - Amsterdam [u.a.] : Elsevier, ISSN 0161-8938, ZDB-ID 435532-5. - Vol. 14.1992, 3, p. 313-334
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Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Geldnachfrage | Money demand | Großbritannien | United Kingdom | 1963-1989 |
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