Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand
DOI10.1515/snde-2013-0091zbMath1506.62519OpenAlexW2170921666MaRDI QIDQ2687874
Bertrand Candelon, Lenard Lieb
Publication date: 7 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2013-0091
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)
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