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Optimal and adaptive semi-parametric narrowband and broadband and maximum likelihood estimation of the long-memory parameter for real exchange rates

Heravi, Saeed M.; Patterson, Kerry D. - In: The Manchester School 73 (2005) 2, pp. 165-213

Persistent link: https://www.econbiz.de/10002719250

Tensor methods for full-information maximum likelihood estimation : unconstrained estimation

Greenblatt, Seth A. - 1992

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Tensor methods for full-information maximum likelihood estimation : estimation with parameter constraints

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Optimal and Adaptive Semi-Parametric Narrowband and Broadband and Maximum Likelihood Estimation of the Long-Memory Parameter for Real Exchange Rates

Heravi, Saeed; Patterson, Kerry - 2005

The nature of the time series properties of real exchange rates remains a contentious issue primarily because of the implications for purchasing power parity. In particular are real exchange rates best characterized as stationary and non-persistent; nonstationary but non-persistent; or...

Persistent link: https://www.econbiz.de/10014066442