Hsieh, D. A., Gallant, A. R., & Tauchen, G. (1991). On Fitting a Recalcitrant Series: the Pound/Dollar Exchange Rate. In W. A. Barnett, J. Powell, & G. Tauchen (Eds.), Nonparametric and Semiparametric Methods in Econometrics and and Statistics, Proceedings of the Fifth International Symposium in Econmic Theory and Econometrics (pp. 199–240). Cambridge: Cambridge University Press.

Hsieh, D. A., A. R. Gallant, and G. Tauchen. “On Fitting a Recalcitrant Series: the Pound/Dollar Exchange Rate.” In Nonparametric and Semiparametric Methods in Econometrics and and Statistics, Proceedings of the Fifth International Symposium in Econmic Theory and Econometrics, edited by W. A. Barnett, J. Powell, and G. Tauchen, 199–240. Cambridge: Cambridge University Press, 1991.

Hsieh DA, Gallant AR, Tauchen G. On Fitting a Recalcitrant Series: the Pound/Dollar Exchange Rate. In: Barnett WA, Powell J, Tauchen G, editors. Nonparametric and Semiparametric Methods in Econometrics and and Statistics, Proceedings of the Fifth International Symposium in Econmic Theory and Econometrics. Cambridge: Cambridge University Press; 1991. p. 199–240.

Hsieh, D. A., et al. “On Fitting a Recalcitrant Series: the Pound/Dollar Exchange Rate.” Nonparametric and Semiparametric Methods in Econometrics and and Statistics, Proceedings of the Fifth International Symposium in Econmic Theory and Econometrics, edited by W. A. Barnett et al., Cambridge University Press, 1991, pp. 199–240.

Hsieh DA, Gallant AR, Tauchen G. On Fitting a Recalcitrant Series: the Pound/Dollar Exchange Rate. In: Barnett WA, Powell J, Tauchen G, editors. Nonparametric and Semiparametric Methods in Econometrics and and Statistics, Proceedings of the Fifth International Symposium in Econmic Theory and Econometrics. Cambridge: Cambridge University Press; 1991. p. 199–240.