Testing under non-standard conditions in frequency domain : with applications to Markov regime switching models of exchange rates and the Federal Funds rate
Fangxiong Gong ; Roberto S. Mariano
| Year of publication: |
1997
|
|---|---|
| Authors: | Gong, Frank Fangxiong ; Mariano, Roberto S. |
| Publisher: |
New York |
| Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Markov-Kette | Markov chain | Wechselkurs | Exchange rate | Geldmarkt | Money market | Theorie | Theory |
| Extent: | 56 S |
|---|---|
| Series: | Staff reports / Federal Reserve Bank of New York. - New York, NY, ZDB-ID 2252153-7. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000982524