A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION
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Publication:3395274
DOI10.1017/S1365100508080024zbMATH Open1167.91405MaRDI QIDQ3395274FDOQ3395274
Authors: Apostolos Serletis 
Publication date: 24 August 2009
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
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Cites Work
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- Testing for a unit root in time series regression
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Time Series Regression with a Unit Root
- Exact and superlative index numbers
- Economic monetary aggregates. An application of index number and aggregation theory
- A single-blind controlled competition among tests for nonlinearity and chaos
- Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
- Martingales, nonlinearity, and chaos
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
- Chaotic analysis of US money and velocity measures
Cited In (2)
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