The size and power of the variance ratio test in finite samples: A Monte Carlo investigation

Andrew Lo () and A. Craig MacKinlay

Journal of Econometrics, 1989, vol. 40, issue 2, 203-238

Date: 1989
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Related works:
Working Paper: The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation (1988)
Working Paper: The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:40:y:1989:i:2:p:203-238

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