Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity (Q3813121)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity |
scientific article |
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Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity (English)
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1989
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estimation
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hypothesis testing
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dynamic linear models
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moving average solutions
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Whittle likelihood
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hypothesis of uncovered interest parity
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rational expectations
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cross-equation restrictions
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