Testing under non-standard conditions in frequency domain : with applications to Markov regime switching models of exchange rates and the federal funds rate /

Bibliographic Details
Main Author: Gong, Fangxiong
Other Authors: Mariano, Roberto S
Format: Book
Published: New York, N.Y. : Federal Reserve Bank of New York, 1997
Series:Staff reports ; no. 23
Subjects:
Online Access:https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr23.pdf

MARC

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082 0 |a 332.456072 
100 |a Gong, Fangxiong 
245 1 0 |a Testing under non-standard conditions in frequency domain :   |b with applications to Markov regime switching models of exchange rates and the federal funds rate /  |c Fangxiong Gong, Roberto S. Mariano.  |h [recurso electrónico] 
260 |a New York, N.Y. :  |b Federal Reserve Bank of New York,  |c 1997 
300 |a 1 recurso en línea (58 p.) 
490 0 |a Staff reports ;  |v no. 23 
504 |a Incluye bibliografía. 
650 |a TIPO DE CAMBIO  
650 |a PROCESO DE MARKOV  
650 |a SIMULACION  
650 |a ANALISIS DE REGRESION  
650 |a MODELOS ECONOMETRICOS 
650 |a REGRESION LINEAL  
653 |a CAMBIO EXTERIOR 
700 |a Mariano, Roberto S 
856 4 |u https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr23.pdf 
942 |c LIE  |2 ddc 
945 |a BEA  |c 2018-07-10