Optimal variance ratio tests for serial dependence and a test for mean reversion
| Year of publication: |
1989
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|---|---|
| Authors: | Faust, Jon |
| Institutions: | Federal Reserve Bank of Kansas City |
| Subject: | Statistics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 89-07 |
| Source: |
Persistent link: https://www.econbiz.de/10005410805