Fractional integration in the purchasing power parity
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Livre |
| Langue: | anglais |
| Publié: |
San Domenico (FI)
European University Institute
1998
|
| Collection: | EUI Working paper ECO
No. 98/18 |
| Sujets: | |
| Tags: |
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires: Fractional integration in the purchasing power parity
- Testing of seasonal fractional integration in U.K. and japanese consumption and income
- Multivariate tests of fractionally integrated hypotheses
- Nelson and Plosser revisited evidence from fractional Arima models
- Bootstrapping sequential tests for multiple structural breaks
- Fractionally Integrated Models With ARCH Errors
- <An> Elementary account of Amari's expected geometry