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Vo, Huy Thanh - 2013

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Dodd-Frank's impact on community-bank investment models : a Bayesian structural time series analysis

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Regulated Fractional Variance Ratio Unit Root Tests

Trokic, Mirza - 2014

This article addresses unit root testing on regulated series through the variance ratio (VR) statistic of Nielsen (2009). The asymptotic distribution of the regulated VR statistic is developed with and without OLS detrending. Results of Cavaliere and Xu (2011) are extended by also developing the...

Persistent link: https://www.econbiz.de/10013066223