Geometric Versus Arithmetic Random Walk: The Case of Trended Variables.
| Year of publication: |
1995
|
|---|---|
| Authors: | Guerre, E. ; Jouneau, F. |
| Subject: | TIME SERIES | ECONOMIC MODELS | TESTS |
| Type of publication: | Book / Working Paper |
|---|---|
| Notes: | 19 pages |
| Classification: | C20 - Econometric Methods: Single Equation Models. General ; C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005641122