Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity
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Publication:3813121
DOI10.2307/2526558zbMath0663.62118OpenAlexW2023478945MaRDI QIDQ3813121
Publication date: 1989
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526558
estimationhypothesis testingrational expectationsdynamic linear modelsWhittle likelihoodcross-equation restrictionshypothesis of uncovered interest paritymoving average solutions
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