Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
by Richard Luger
| Year of publication: |
2001
|
|---|---|
| Authors: | Luger, Richard |
| Publisher: |
Ottawa, Ontario : Bank of Canada |
| Subject: | Random Walk | Random walk | Heteroskedastizität | Heteroscedasticity | Nichtparametrisches Verfahren | Nonparametric statistics | Einheitswurzeltest | Unit root test | Theorie | Theory |
freely available
| Extent: | V, 25 S |
|---|---|
| Series: | Working paper / Bank of Canada. - Ottawa : [Verlag nicht ermittelbar], ISSN 1192-5434, ZDB-ID 2185930-9. - Vol. 2001,2 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache Literaturverz. S. 17 - 20 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001555177