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Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques

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Author Info
Baum, Christopher F
Furno, Marilena

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Abstract

A robust estimation technique--bounded-influence instrumental variables--is applied to an error-correction model formulation of a U.S. money-demand equation. The weights generated by bounded-influence instrumental variables are used to diagnose structural instability in the specification of the equations and their error processes. These techniques are shown to be valuable additions to the empirical researchers' toolkit and have been implemented in commonly-used econometric software. Copyright 1990 by Ohio State University Press.

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File URL: http://links.jstor.org/sici?sici=0022-2879%28199011%2922%3A4%3C465%3AATSODE%3E2.0.CO%3B2-F&origin=bc
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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 22 (1990)
Issue (Month): 4 (November)
Pages: 465-77
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:mcb:jmoncb:v:22:y:1990:i:4:p:465-77

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

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  1. repec:fip:fedreq:y:1991:i:may:p:3-12:n:v.77no.3 is not listed on IDEAS
  2. repec:fip:fedreq:y:1992:i:may:p:9-23:n:v.78no.6 is not listed on IDEAS
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