Unit root test of limited time series-- empirical analysis in exchange rate target zone and Japan interbank interest rate
碩士 === 國立中山大學 === 經濟學研究所 === 94 === There are much economic and financial data which are restricted by some bounds, such as expenditure shares, unemployment, norminal interest rate, or target zone exchange rate. How to interpret and analyze time series whose behaviors can be well approximated by mea...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2006
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Online Access: | http://ndltd.ncl.edu.tw/handle/14079726653042322517 |