How big is the random walks in macroeconomic time series: Variance ratio tests

✍ Scribed by A.G. Malliaris; Jorge L. Urrutia

• Book ID: 116101049
• Publisher: Elsevier Science
• Year: 1990
• Tongue: English
• Weight: 315 KB
• Volume: 34
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/0165-1765(90)90228-s