TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED.
| Year of publication: |
1988
|
|---|---|
| Authors: | PERRON, P. |
| Institutions: | Econometrics Research Program, Department of Economics |
| Subject: | time series | sampling | tests |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 37 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005661032