On Fitting a Recalcitrant Series: the Pound/Dollar Exchange Rate

Book Section (Chapter)

Duke Authors

Cited Authors

  • Hsieh, DA; Gallant, AR; Tauchen, G

Duke Editors

Cited Editors

  • Barnett, WA; Powell, J; Tauchen, G

Published Date

  • 1991

Book Title

  • Nonparametric and Semiparametric Methods in Econometrics and and Statistics, Proceedings of the Fifth International Symposium in Econmic Theory and Econometrics

Chapter

  • 8

Start / End Page

  • 199 - 240

Published By

Place of Publication

  • Cambridge

International Standard Book Number 10 (ISBN-10)

  • 0521370906