Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
Richard Luger
| Year of publication: |
2003
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|---|---|
| Authors: | Luger, Richard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 115.2003, 2, p. 259-276
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| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Einheitswurzeltest | Unit root test | Random Walk | Random walk | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001768298