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Demand for money for Fiji with PcGets

Rao, Bhaskara B. and Singh, Rup (2006) Demand for money for Fiji with PcGets. Applied Economics Letters, 13 (15). pp. 987-991. ISSN 1350-4851

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Methodological controversies on the relative merits of estimating time-series models with alternative approaches exist. However, applied researchers may eventually opt for an easy to use and computationally less demanding approach. This article shows that the LSE/Hendry approach, known as GETS, is promising when it is implemented with PcGets. To illustrate we report the GETS and the Johansen co-integration-based ECM equations, with PcGets, of the demand for money for Fiji.

Item Type: Journal Article
Subjects: H Social Sciences > HG Finance
Divisions: Faculty of Business and Economics (FBE) > School of Economics
Depositing User: Ms Neha Harakh
Date Deposited: 17 Mar 2006 01:04
Last Modified: 17 Jul 2012 08:16

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