On the use of variance ratios in the analysis of nonstationary time series
| Year of publication: |
1989
|
|---|---|
| Authors: | Chandrakantha, M.S. Leslie ; Mehta, J.S. ; Swamy, P.A.V.B. |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Random walks (Mathematics) | Time-series analysis |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 89-97 |
| Source: |
Persistent link: https://www.econbiz.de/10005393877