Multivariate Panel Cointegration Models and Money Demand Function
Authors
Corresponding Author
Chang Chun Ping
Available Online October 2006.
- DOI
- 10.2991/jcis.2006.154How to use a DOI?
- Keywords
- Money demand function, Likelihood-based panel cointegration, GCC
- Abstract
Is just only one cointegrating vector among the panel variables? Based on the multivariate maximum likelihood cointegration tests offered by Larsson et al. (2001), the findings here provide solid evidence of the presence of at least two cointegrated vectors for the money demand function in GCC countries.
- Copyright
- © 2006, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Chang Chun Ping AU - Lee Chien-Chiang PY - 2006/10 DA - 2006/10 TI - Multivariate Panel Cointegration Models and Money Demand Function BT - Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06) PB - Atlantis Press SP - 681 EP - 684 SN - 1951-6851 UR - https://doi.org/10.2991/jcis.2006.154 DO - 10.2991/jcis.2006.154 ID - ChunPing2006/10 ER -