THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK
Perron, Pierre; Vodounou, Cosme
- 期刊名称Econometric Theory
- 作者Perron, Pierre; Vodounou, Cosme
- 卷第21卷
- 期第3期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小599.36KB
- 发表时间2005-6
- DOI10.1017/s0266466605050322