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VECTOR AUTOGRESSIVE TESTS OF UNCOVERED INTEREST RATE PARITY WITH ALLOWANCE FOR CONDITIONAL HETEROSCEDASTICITY
Author(s) -
Taylor Mark P.
Publication year - 1989
Publication title -
scottish journal of political economy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.4
H-Index - 46
eISSN - 1467-9485
pISSN - 0036-9292
DOI - 10.1111/j.1467-9485.1989.tb01090.x
Subject(s) - disclaimer , heteroscedasticity , statistician , citation , allowance (engineering) , economics , interest rate , political science , econometrics , law , statistics , monetary economics , mathematics , operations management