Four tests for the random walk hypothesis: power versus robustness

DOI10.1016/0165-1765(89)90264-4zbMath1328.62096OpenAlexW1589452987MaRDI QIDQ902628

Barry K. Ma, Jagdish Handa

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90264-4

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Statistical methods; economic indices and measures (91B82)

Cites Work

• Testing For Unit Roots: 1
• Time Series Regression with a Unit Root
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