Hypothesis testing with restricted spectral density matrices, with an application to uncovered interest parity
Ito, T. & Quah, D.
(1989).
Hypothesis testing with restricted spectral density matrices, with an application to uncovered interest parity.
International Economic Review,
30(1), 203-215.
| Item Type | Article |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1087 |