ARBITRAGE DURING THE DOLLAR-STERLING GOLD STANDARD, 1899-1908 - AN ECONOMETRIC-APPROACH

被引:17
作者
SPILLER, PT [1 ]
WOOD, RO [1 ]
机构
[1] STANFORD UNIV,STANFORD,CA 94305
关键词
D O I
10.1086/261568
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:882 / 892
页数:11
相关论文
共 10 条
[1]  
ANDREW AP, 1910, STATISTICS US 1867 1
[2]   VIOLATIONS OF THE GOLD POINTS, 1890-1908 [J].
CLARK, TA .
JOURNAL OF POLITICAL ECONOMY, 1984, 92 (05) :791-823
[3]   HYPOTHESIS-TESTING WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER THE ALTERNATIVE [J].
DAVIES, RB .
BIOMETRIKA, 1987, 74 (01) :33-43
[4]   LIKELIHOOD RATIO TEST, WALD TEST, AND KUHN-TUCKER TEST IN LINEAR-MODELS WITH INEQUALITY CONSTRAINTS ON THE REGRESSION PARAMETERS [J].
GOURIEROUX, C ;
HOLLY, A ;
MONFORT, A .
ECONOMETRICA, 1982, 50 (01) :63-80
[5]   A NOTE ON SWITCHING REGRESSIONS AND LOGISTIC DISCRIMINATION [J].
KIEFER, NM .
ECONOMETRICA, 1980, 48 (04) :1065-1069
[6]  
Morgenstern Oskar., 1959, INT FINANCIAL T BUSI
[7]   THE EFFICIENCY OF THE DOLLAR-STERLING GOLD STANDARD, 1890-1908 [J].
OFFICER, LH .
JOURNAL OF POLITICAL ECONOMY, 1986, 94 (05) :1038-1073
[8]  
SPILLER PT, 1988, IN PRESS J ECONOMETR
[9]  
*US NAT MON COMM, 1910, STAT GREAT BRIT GERM
[10]   SUM OF VALUES FROM NORMAL + TRUNCATED NORMAL DISTRIBUTION [J].
WEINSTEIN, MA .
TECHNOMETRICS, 1964, 6 (01) :104-&