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

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