(When) Should Cointegrating Regressions Be Detrended? The Case of a German Money Demand Function
Year of publication: |
1999
|
---|---|
Authors: | Hassler, Uwe |
Publisher: |
[S.l.] : SSRN |
Subject: | Geldnachfrage | Money demand | Deutschland | Germany | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Empirical Economics, Vol. 24, No. 1, 1999 Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; E41 - Demand for Money |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The Hamilton regression in comparison : evidence from German business cycles since 1950
Siemers, Lars, (2023)
-
The Demand for Broad Money in Norway, 1969-1993
Eitrheim, Oyvind, (2010)
-
Stability of the Demand for M1 and Harmonized M3 in Finland
Ripatti, Antti, (1998)
- More ...
-
Unlucky Number 13? Manipulating Evidence Subject to Snooping
Hassler, Uwe, (2022)
-
Understanding nonsense correlation between (independent) random walks in finite samples
Hassler, Uwe, (2021)
-
Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg, (2000)
- More ...