Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Neil R. Ericsson
| 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 | Geldnachfrage | Money demand | Strukturbruch | Structural break | Kointegration | Cointegration | Großbritannien | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Geldmenge | Money supply | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2015-0104 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011649116