Open Access
Estimation and Hypothesis Testing with Restricted Spectral Density Matrices: An Application to Uncovered Interest Parity
Author(s) -
Danny Quah,
Takatoshi Ito
Publication year - 1989
Language(s) - English
Resource type - Reports
DOI - 10.3386/t0050
Subject(s) - parity (physics) , econometrics , mathematics , statistics , computer science , algorithm , physics , particle physics