摘要
Hamilton’s Markov switching model is applied to RMB’s real exchange rates in this paper.On the basis of this model,the hypothesis of the state-dependent variance substitutes that of invariable one.
Hamilton's Markov switching model is applied to RMB's real exchange rates in this paper.On the basis of this model,the hypothesis of the state-dependent variance substitutes that of invariable one.
出处
《统计研究》
CSSCI
北大核心
2003年第9期50-52,共3页
Statistical Research
基金
国家自然科学基金项目 (79970 0 15 )
全国高校优秀青年教师奖励计划资助项目的阶段性研究成果
