Testing under non-standard conditions in frequency domain
Subtitle: with applications to Markov regime switching models of exchange rates and the federal funds rate
By: by Fangxiong Gong, Roberto S. Mariano.
Contributors: Mariano, Roberto S.; Federal Reserve Bank of New York.
Series: Staff reports -- no. 23; Staff reports (Federal Reserve Bank of New York) -- no. 23.
Publisher: Federal Reserve Bank of New York
Published: 1997
Place of publication: New York, N.Y
Language: eng
Number of pages: 56
Subjects: Business cycles -- Effect of monetary policy on -- Mathematical models.; Federal funds market (United States) -- Mathematical models.
Notes: "April 1997."

Includes bibliographical references (p. 55-56).