Testing for unit roots with very high frequency spot exchange rate data
Charles A. E. Goodhart ; Patrick C. McMahon ; Yerima L. Ngama
| Year of publication: |
1993
|
|---|---|
| Authors: | Goodhart, Charles A. E. |
| Other Persons: | McMahon, Patrick C. (contributor) ; Ngama, Yerima Lawan (contributor) |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 15.1993, 3, p. 423-438
|
| Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | 1983-1987 |
| 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/10001147777