Model stability test of money demand by monthly time series using CUSUM and MOSUM tests : evidence from Turkey
Year of publication: |
2013
|
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Authors: | Talaş, Emrah ; Kaplan, Fatih ; Çelik, Ali Kemal |
Published in: |
Research in world economy. - Toronto : Sciedu Press, ISSN 1923-3981, ZDB-ID 2647497-9. - Vol. 4.2013, 2, p. 36-42
|
Subject: | money demand | stability | CUSUM test | MOSUM test | R computer package program for statistics | Geldnachfrage | Money demand | Türkei | Turkey | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätzung | Estimation | Schätztheorie | Estimation theory | Kointegration | Cointegration | Statistische Methodenlehre | Statistical theory | Strukturbruch | Structural break |
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