Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity
提出一种对受限谱密度矩阵进行假设检验的方法，并将其应用于检验未抛补利率平价条件，为国际金融中的汇率与利率关系提供统计推断工具。
Takatoshi Ito, Danny Quah, Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity, International Economic Review, Vol. 30, No. 1 (Feb., 1989), pp. 203-215