Title of article
A jackknife interpretation of the continuous updating estimator
Author/Authors
Donald، Stephen G. نويسنده , , Newey، Whitney K. نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
-238
From page
239
To page
0
Abstract
This paper employs quarterly data from the whole of Germany to test the stability of M3 demand for money. The methodology is based on an application of the CUSUM and CUSUMSQ in the context of error-correction modeling and cointegration. The results reveal some instability in M3 money demand function.
Keywords
Generalized Method of Moments , Jackknife , Bias , Instrumental variables , Continuous updating estimator
Journal title
Economics Letters
Serial Year
2000
Journal title
Economics Letters
Record number
21864
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