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Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand

Author

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  • Mark, Nelson
  • Sul, Donggyu

Abstract

Now published as a journal article in Oxford Bulletin of Economics & Statistics Volume 65 Issue 5 Page 655 - December 2003 doi:10.1111/j.1468-0084.2003.00066.x

Suggested Citation

  • Mark, Nelson & Sul, Donggyu, 2002. "Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand," Working Papers 172, Department of Economics, The University of Auckland.
    • Handle: RePEc:auc:wpaper:172
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    File URL: http://hdl.handle.net/2292/172
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    Cited by:

    1. Mr. Hamid Faruqee, 2004. "Measuring the Trade Effects of EMU," IMF Working Papers 2004/154, International Monetary Fund.
    2. Westerlund, Joakim, 2003. "Feasible Estimation in Cointegrated Panels," Working Papers 2003:12, Lund University, Department of Economics, revised 10 Nov 2003.

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    Keywords

    Economics;

    Statistics

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