Hypothesis testing with restricted spectral density matrices, with an application to uncovered interest parity
Ito, T; and Quah, Danny
(1989)
Hypothesis testing with restricted spectral density matrices, with an application to uncovered interest parity
International Economic Review, 30 (1).
pp. 203-215.
ISSN 0020-6598
| Item Type | Article |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1087 |