RATS programs to replicate Wright's Alternative Variance Ratio test results

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: This replicates the results in Wright(2000), "Alternative Variance-Ratio Tests Using Ranks and Signs", JBES, vol 18, pp 1-9. It demonstrates the RATS procedure vratio.src.

Language: RATS
Requires: RATS 8.00
Keywords: Dependence tests; variance-ratio tests (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/wrightjbes2000.zip (application/zip)

Related works:
Journal Article: Alternative Variance-Ratio Tests Using Ranks and Signs (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00168

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