The Dickey-Fuller test for exponential random walks
Year of publication: |
2003
|
---|---|
Authors: | Davies, Paul L. ; Krämer, Walter |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 5, p. 865-877
|
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Random Walk | Random walk |
-
Forecasting with a random walk
Pincheira, Pablo, (2016)
-
Distance-based nearest neighbour forecasting with application to exchange rate predictability
Kyriazi, Foteini, (2020)
-
Testing weak form of market efficiency of Bombay Stock Exchange and National Stock Exchange
Sharma, Rakesh Kumar, (2017)
- More ...
-
Hauser, Michael, (2001)
-
Principles of Financial Regulation
Armour, John, (2014)
-
Industrial democracy : European experience
Batstone, Eric, (1976)
- More ...