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Optimal variance ratio tests for serial dependence and a test for mean reversion
Faust, Jon - Federal Reserve Bank of Kansas City - 1989
Persistent link: https://www.econbiz.de/10005410805
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Supernovas in monetary theory: does the ultimate sunspot rule out money?
Faust, Jon - Federal Reserve Bank of Kansas City - 1988
Persistent link: https://www.econbiz.de/10005515071
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The variance ratio test: statistical properties and implementation
Faust, Jon - Federal Reserve Bank of Kansas City - 1988
Persistent link: https://www.econbiz.de/10005515072