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Modelling y by OLS
The demand for narrow money in Kenya
7 other sections not shown
Africa Artb autocorrelation Banerjee behaviour cointegrating regression cointegrating relationships cointegration analysis conditional model correlation critical values currency substitution D.F. Hendry data admissibility demand for money demand for narrow developed diagnostic tests Dickey-Fuller test distributed DW statistic dynamic specification econometric models economic theory encompassing tests Engle-Granger error correction error correction model error term estimation theory exchange rate explanatory variables F test Figure full-sample gny-p Granger Granger causality gross national income Hendry Heteroscedasticity homoscedastically indicate inference inflation interest rates Kenya lag operator linear long-run loss function LRUSD money balances money in Kenya narrow money non-stationary series Note null H0 order of integration over-parameterized parsimonious partial adjustment model PC-GIVE period regressors researcher residuals RLS estimates sample Sargan SBDW tests Schwarz Criterion significant simplification Special Paper standard error stationary series structure test statistics Testing for Cointegration unit root valid weakly exogenous