Authors
Robert J Shiller, Pierre Perron
Publication date
1985
Journal
Economics Letters
Volume
18
Pages
381-386
Description
Power functions of tests of the random walk hypothesis versus stationary first order autoregressive alternatives are tabulated for samples of fixed span but various frequencies of observation.
Total citations
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Scholar articles
RJ Shiller, P Perron - 1985
RJ Shiller, P Perron - 1984
RJ Shiller, P Perron - 1984