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Volumn 11, Issue 3, 2001, Pages 261-268

A note on testing the monetary model of the exchange rate

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; MODEL; TESTING METHOD;

EID: 0035010130     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031001300138654     Document Type: Article
Times cited : (10)

References (29)
  • 24
    • 0002028631 scopus 로고
    • Some exact distribution theory for the maximum likelihood estimators of cointegrating coefficients in error correction models
    • (1994) Econometrica , vol.62 , pp. 99-125
    • Phillips, P.C.B.1
  • 28
    • 0000769775 scopus 로고
    • Asymptotic properties of least square estimators of cointegrating vectors
    • (1987) Econometrica , vol.55 , pp. 1035-1056
    • Stock, J.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.