THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK
| Year of publication: |
2005
|
|---|---|
| Authors: | Perron, Pierre ; Vodounou, Cosme |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 03, p. 562-592
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |