Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Year of publication: |
Sep 2016
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Authors: | Ericsson, Neil R. |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 20.2016, 4, p. 377-398
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Subject: | Autometrics | broad money | cointegration | conditional models | dynamic specification | error correction | Friedman and Schwartz | model design | model selection | money demand | nonlinearities | structural breaks | United Kingdom | Kointegration | Cointegration | Strukturbruch | Structural break | Geldnachfrage | Money demand | Großbritannien | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Geldmenge | Money supply | Nichtlineare Regression | Nonlinear regression |
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