Inference on via generalized spectrum and non-linear time series models
Yongmiao Hong and Tae-Hwy Lee
| Year of publication: |
2003
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|---|---|
| Authors: | Hong, Yongmiao ; Lee, Tae-hwy |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 85.2003, 4, p. 1048-1062
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| Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | USA | United States | Martingal | Martingale | Induktive Statistik | Statistical inference | 1975-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001832972