(When) should cointegrating regressions be detrendet? : The case of a German money demand function
Year of publication: |
1999
|
---|---|
Authors: | Hassler, Uwe |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 24.1999, 1, p. 155-172
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Geldnachfrage | Money demand | Theorie | Theory | Deutschland | Germany |
-
(When) should cointegrating regressions be detrended? : The case of a German money demand function
Hassler, Uwe, (1996)
-
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut, (1997)
-
Analyse kointegrierter Modelle
Kim, Jeong-Ryeol, (1994)
- More ...
-
Autoregressive distributed lag models and cointegration
Hassler, Uwe, (2005)
-
Wolters, Jürgen, (2005)
-
Hassler, Uwe, (2003)
- More ...