Testing the Random Walk Hypothesis: Power versus Frequency of Observation /
Power functions of tests of the random walk hypothesis versus stationary first order autoregressive alternatives are tabulated for samples of fixed span but various frequencies of observation.
Gespeichert in:
- Weitere Titel:
- Testing the Random Walk Hypothesis
- 1. Verfasser:
- Körperschaft:
- Weitere Verfasser:
- Format:
- Elektronisch E-Book
- Sprache:
- Englisch
- Veröffentlicht:
-
Cambridge, Mass.
National Bureau of Economic Research
1985.
- Zusammenfassung:
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Power functions of tests of the random walk hypothesis versus stationary first order autoregressive alternatives are tabulated for samples of fixed span but various frequencies of observation.
- Umfang:
- 1 online resource: illustrations (black and white);
- Anmerkungen:
- April 1985.
- Schlagworte: