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

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