TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED

Pierre Perron

Working Papers from Princeton, Department of Economics - Econometric Research Program

Keywords: time series; sampling; tests (search for similar items in EconPapers)
Pages: 37 pages
Date: 1988
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Citations: View citations in EconPapers (8)

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