EconPapers    
Economics at your fingertips  
 

Testing for predictability (in Russian)

Stanislav Anatolyev

Quantile, 2006, issue 1, 39-42

Abstract: This essay contains a short survey of existing simple tests for predictability of various characteristics of stationary time series.

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://quantile.ru/01/01-SA1.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:qnt:quantl:y:2006:i:1:p:39-42

Access Statistics for this article

Quantile is currently edited by Stanislav Anatolyev

More articles in Quantile from Quantile
Bibliographic data for series maintained by Stanislav Anatolyev ().

 
Page updated 2025-03-19
Handle: RePEc:qnt:quantl:y:2006:i:1:p:39-42