A cross-sectional variance bounds test

DOI10.1016/0165-1765(93)90088-TzbMath0800.62771OpenAlexW2002261869WikidataQ57927165 ScholiaQ57927165MaRDI QIDQ1318535

George Bulkley, Ian Tonks, John A. jun. Board

Publication date: 27 March 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90088-t

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• The Present-Value Relation: Tests Based on Implied Variance Bounds

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