Random walks versus fractional integration: power comparisons of scalar and joint tests of the variance-time function
| Year of publication: |
1988
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|---|---|
| Authors: | Diebold, Francis X. |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Time-series analysis | Random walks (Mathematics) |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 41 |
| Source: |
Persistent link: https://www.econbiz.de/10005514165