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The Variance Ratio Test: An Analysis of Size and Power Based on a Continuous-Time Asymptotic Framework

The Variance Ratio Test: An Analysis of Size and Power Based on a Continuous-Time Asymptotic Framework

Pierre Perron and Cosme Vodounou

期刊名称Econometric Theory
作者Pierre Perron and Cosme Vodounou
卷第21卷
期第3期
印刷ISSN0266-4666
电子ISSN1469-4360
文件大小2687.06KB
发表时间2005-06
DOI10.2307/3533405
页码562-592

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