ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST
Author:
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference11 articles.
1. How Big Is the Random Walk in GNP?
2. Are Output Fluctuations Transitory?
3. Drawing inferences from statistics based on multiyear asset returns
4. A Unified Approach to Testing for Serial Correlation in Stock Returns
5. Tests of Financial Models in the Presence of Overlapping Observations
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