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ASYMPTOTIC TESTS ON MOVING AVERAGE REPRESENTATION COEFFICIENTS WITH AN APPLICATION TO INNOVATIONS ON SPOT AND FORWARD EXCHANGE-RATES
被引:1
作者
:
BAILLIE, RT
论文数:
0
引用数:
0
h-index:
0
BAILLIE, RT
机构
:
来源
:
ECONOMICS LETTERS
|
1983年
/ 13卷
/ 2-3期
关键词
:
D O I
:
10.1016/0165-1765(83)90086-1
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:201 / 206
页数:6
相关论文
共 3 条
[1]
PREDICTION FROM THE DYNAMIC SIMULTANEOUS EQUATION MODEL WITH VECTOR AUTOREGRESSIVE ERRORS
BAILLIE, RT
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
BAILLIE, RT
[J].
ECONOMETRICA,
1981,
49
(05)
: 1331
-
1337
[2]
BAILLIE TR, 1983, UNPUB ECONOMETRICA
[3]
MACROECONOMICS AND REALITY
SIMS, CA
论文数:
0
引用数:
0
h-index:
0
SIMS, CA
[J].
ECONOMETRICA,
1980,
48
(01)
: 1
-
48
←
1
→
共 3 条
[1]
PREDICTION FROM THE DYNAMIC SIMULTANEOUS EQUATION MODEL WITH VECTOR AUTOREGRESSIVE ERRORS
BAILLIE, RT
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
BAILLIE, RT
[J].
ECONOMETRICA,
1981,
49
(05)
: 1331
-
1337
[2]
BAILLIE TR, 1983, UNPUB ECONOMETRICA
[3]
MACROECONOMICS AND REALITY
SIMS, CA
论文数:
0
引用数:
0
h-index:
0
SIMS, CA
[J].
ECONOMETRICA,
1980,
48
(01)
: 1
-
48
←
1
→