THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Willa W. ; Deo, Rohit S. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 22.2006, 2, p. 206-234
|