HYPOTHESIS-TESTING WITH RESTRICTED SPECTRAL DENSITY-MATRICES, WITH AN APPLICATION TO UNCOVERED INTEREST PARITY

被引:5
|
作者
ITO, T [1 ]
QUAH, D [1 ]
机构
[1] MIT, CAMBRIDGE, MA 02139 USA
关键词
D O I
10.2307/2526558
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
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页码:203 / 215
页数:13
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