Four tests for the random walk hypothesis: Power versus robustness
- 31 December 1989
- journal article
- Published by Elsevier in Economics Letters
- Vol. 29 (2) , 141-145
- https://doi.org/10.1016/0165-1765(89)90264-4
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Time Series Regression with a Unit RootEconometrica, 1987
- Testing For Unit Roots: 1Econometrica, 1981
- Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and EvidenceJournal of Political Economy, 1978