NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000)
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Publication:4471242
DOI10.1017/S1365100503030013zbMath1180.91228WikidataQ56057317 ScholiaQ56057317MaRDI QIDQ4471242
Publication date: 18 June 2004
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
smoothing splinescubic polynomialsmoney demandnonlinear error correctionrational polynomialsnonlinear cointegration.
Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)
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Uses Software
Cites Work
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