On the use of variance ratios in the analysis of nonstationary time series

M. S. Leslie Chandrakantha, J. S. Mehta and P. A. V. B. Swamy

No 89-97, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)

Keywords: Random walks (Mathematics); time series analysis (search for similar items in EconPapers)
Date: 1989
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