References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Pesaran, B. & Pesaran, M.H., 1992. "A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models," Cambridge Working Papers in Economics 9222, Faculty of Economics, University of Cambridge.
   Other versions:
   • Bahram Pesaran & M. Hashem Pesaran, 1995. "A non-nested test of level-differenced versus log-differenced stationary models," Econometric Reviews, Taylor and Francis Journals, vol. 14(2), pages 213-227. [Downloadable!] (restricted)
2. Hafer, R W & Jansen, Dennis W, 1991. "The Demand for Money in the United States: Evidence from Cointegration Tests," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(2), pages 155-68, May. [Downloadable!] (restricted)
   Other versions:
   • Hafer, R.W. & Jansen, D.W., 1990. "The Demand For Money In The United States: Evidence From Cointegration Tests," Papers 9010, Erasmus University of Rotterdam - Institute for Economic Research.
3. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March. [Downloadable!] (restricted)
4. Pesaran, M H, 1974. "On the General Problem of Model Selection," Review of Economic Studies, Blackwell Publishing, vol. 41(2), pages 153-71, April. [Downloadable!] (restricted)
5. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January. [Downloadable!] (restricted)
6. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78. [Downloadable!]
7. Godfrey, L. G. & Pesaran, M. H., 1983. "Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence," Journal of Econometrics, Elsevier, vol. 21(1), pages 133-154, January. [Downloadable!] (restricted)
8. Pesaran, M H & Smith, R P & Yeo, J S, 1985. "Testing for Structural Stability and Predictive Failure: A Review," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 53(3), pages 280-95, September.
9. Hendry, David F, 1985. "Monetary Economic Myth and Econometric Reality," Oxford Review of Economic Policy, Oxford University Press, vol. 1(1), pages 72-84, Spring.
10. Pasaran, M.H. & Pasaran, B., 1989. "A Simulation Approach To The Problem Of Computing Cox'S Statistic For Testing Non-Nested Models," Papers 7, California Los Angeles - Applied Econometrics.
    Other versions:
    • Hashem Pesaran, M. & Pesaran, Bahram, 1993. "A simulation approach to the problem of computing Cox's statistic for testing nonnested models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 377-392. [Downloadable!] (restricted)
11. Deaton, A. & Grosh, M., 1998. "Consumption," Papers 191, Princeton, Woodrow Wilson School - Development Studies.
12. Friedman, Milton & Schwartz, Anna J, 1991. "Alternative Approaches to Analyzing Economic Data," American Economic Review, American Economic Association, vol. 81(1), pages 39-49, March. [Downloadable!] (restricted)
    Other versions:
    • Friedman, M. & Schwartz, A.J., 1990. "Alternative Approaches To Analyzing Economic Data," Papers e-90-10, Stanford - Hoover Institution.
13. Bennett T. McCallum & Marvin S. Goodfriend, 1987. "Money: Theoretical Analysis of the Demand for Money," NBER Working Papers 2157, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
14. Fisher, Gordon R. & McAleer, Michael, 1981. "Alternative procedures and associated tests of significance for non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 16(1), pages 103-119, May. [Downloadable!] (restricted)
    Other versions:
    • Gordon Fisher & Michael McAleer, 1981. "Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses," Working Papers 420, Queen's University, Department of Economics.
15. Hendry, David F & Ericsson, Neil R, 1991. "An Econometric Analysis of U.K. Money Demand in 'Monetary Trends in the United States and the United Kingdom' by Milton Friedman and Anna Schwartz," American Economic Review, American Economic Association, vol. 81(1), pages 8-38, March. [Downloadable!] (restricted)
16. Arestis, Philip & Demetriades, Panicos O, 1991. "Cointegration, Error Correction and the Demand for Money in Cyprus," Applied Economics, Taylor and Francis Journals, vol. 23(9), pages 1417-24, September.
17. Russell Davidson & James G. MacKinnon, 1981. "Model Specification Tests Based on Artificial Linear Regressions," Working Papers 426, Queen's University, Department of Economics.
    Other versions:
    • Russell Davidson & James G. MacKinnon, 1980. "Model Specification Tests Based on Artificial Linear Regressions," Working Papers 390, Queen's University, Department of Economics.
    • Davidson, Russell & MacKinnon, James G, 1984. "Model Specification Tests Based on Artificial Linear Regressions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 485-502, June. [Downloadable!] (restricted)
18. Goldfeld, Stephen M. & Sichel, Daniel E., 1990. "The demand for money," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 8, pages 299-356 Elsevier. [Downloadable!] (restricted)
19. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Mustapha Abiodun Akinkunmi, 2004. "Money Demand in Developing Countries: A Dynamic Panel Approach," Fordham Economics Dissertations 2004.1, Fordham University, Department of Economics. [Downloadable!]
2. Dr. Godwin Chukwudum Nwaobi, 2004. "Modelling Economic Fluctuations In Subsaharan Africa:A Vector Autoregressive Approach," Macroeconomics 0406008, EconWPA. [Downloadable!]