Testing target-zone models using efficient method of moments
Chae-schick Chung; George Tauchen
| Year of publication: |
2001
|
|---|---|
| Authors: | Chung, Chae-shick ; Tauchen, George Eugene |
| Other Persons: | Hall, Alastair R. (contributor) ; Pedroni, Peter Louis (contributor) ; Baillie, Richard T. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 19.2001, 3, p. 255-269
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| Subject: | Zielzone | Target zone | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Theorie | Theory | Momentenmethode | Method of moments | Schätzung | Estimation | Europäisches Währungssystem | European Monetary System | Deutsche Mark | Französischer Franc | French franc | Deutschland | Germany | Frankreich | France | 1987-1993 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Kommentare S. 269 - 277 // Alastair R. Hall; Peter Pedroni; Richard T. Baillie In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001603242