Testing efficient market hypothesis for the dollar--sterling gold standard exchange rate 1890--1906: MLE with double truncation

DOI10.1016/S0165-1765(00)00327-XzbMath0965.91015MaRDI QIDQ1583390

R. Smith

Publication date: 26 October 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

efficiencyexchange ratesgold pointsGold standardMLE with double truncation

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Asymptotic Distribution of a Unit Root Process Under Double Truncation

Cites Work

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