References/Notes/Attributions:
Source
Lothian, J. and M. Taylor (1996) “Real exchange rate behavior: the recent float from the perspective of the past two centuries”, Journal of Political Economy, 104, 488-509.
References
Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 9, 613-621.
See Also
Index.Source, Index.Economics, Index.Econometrics,
Index.Observations, Index.Time.Series