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Testing the Random Walk Hypothesis: Power versus Frequency of Observation / Robert J. Shiller, Pierre Perron.
- Format:
- Book
- Author/Creator:
- Shiller, Robert J.
- Series:
- Technical Working Paper Series (National Bureau of Economic Research) no. t0045.
- NBER technical working paper series no. t0045
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Other Title:
- Testing the Random Walk Hypothesis
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 1985.
- Summary:
- 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.
- Notes:
- Print version record
- April 1985.
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