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On fitting a recalcitrant series: The pound/dollar exchange rate, 1974-1983. (English) Zbl 0850.62894
Nonparametric and semiparametric methods in econometrics and statistics, Proc. 5th Int. Symp., Econ. Theory Econ., Durham/NC (USA) 1988, 199-240 (1991).
For the entire collection see [Zbl 0745.00029].

MSC:
62P20 Applications of statistics to economics
91B84 Economic time series analysis
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