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- W1967979937 abstract "The minimal computational requirements of the linear embedding techniques initiated by Davidson and MacKinnon (1981) accommodate multiple and binary tests of autoregressive, non-nested regression models with different dependent variables. The small sample adjustments of Fisher and McAleer (1981) effectively reduce the size of the P-tests for our models. Our application to transactions demand for money models supports the Holmes and Smyth (1972) hypothesis that pre-tax variables are preferred to GNP in M1 money equations." @default.
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- W1967979937 date "1991-01-01" @default.
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- W1967979937 title "Multiple and pairwise non-nested tests of the influence of taxes on money demand" @default.
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- W1967979937 doi "https://doi.org/10.1002/jae.3950060103" @default.
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