Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system (Q3598349): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap methods: another look at the jackknife / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3808989 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The jackknife and the bootstrap for general stationary observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric testing of closeness between two unknown distribution functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Series Regression with a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a unit root in time series regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Stationary Bootstrap / rank
 
Normal rank

Latest revision as of 01:19, 29 June 2024

scientific article
Language Label Description Also known as
English
Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system
scientific article

    Statements

    Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system (English)
    0 references
    0 references
    0 references
    3 February 2009
    0 references
    0 references
    devaluation expectations
    0 references
    unit root hypothesis
    0 references
    reflected Brownian motion
    0 references
    bootstrap inference
    0 references
    drift-adjustment method
    0 references