Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter

DOI10.2307/2527412zbMath0894.62050OpenAlexW2028040591MaRDI QIDQ4368651

Bryan Campbell, Jean-Marie Dufour

Publication date: 22 June 1998

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2527412

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Markov processes: hypothesis testing (62M02)

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