U.S. money demand instability. A flexible least squares approach

DOI10.1016/0165-1889(90)90010-EzbMath0709.62662OpenAlexW2117506348MaRDI QIDQ921824

Leigh Tesfatsion, John M. Veitch

Publication date: 1990

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(90)90010-e

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (8)

Monetary policy and interest rates. An adaptive estimator approach ⋮ A multicriteria approach to model specification and estimation ⋮ Time-varying linear regression via flexible least squares ⋮ An organizing principle for dynamic estimation ⋮ U.S. money demand instability. A flexible least squares approach ⋮ Dynamic learning in a two-person experimental game ⋮ A FORTRAN program for time-varying linear regression via flexible least squares ⋮ Work by Robert Kalaba on multicriteria estimation

Uses Software

• FLS

Cites Work

• A FORTRAN program for time-varying linear regression via flexible least squares
• U.S. money demand instability. A flexible least squares approach
• The flexible least squares approach to time-varying linear regression
• Time-varying linear regression via flexible least squares
• A new test for structural stability in the linear regression model
• Flexible least squares for approximately linear systems
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions

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