学术探索
学术期刊
新闻热点
数据分析
智能评审
立即登录
TESTING THE RANDOM-WALK HYPOTHESIS - POWER VERSUS FREQUENCY OF OBSERVATION
被引:288
作者
:
SHILLER, RJ
论文数:
0
引用数:
0
h-index:
0
SHILLER, RJ
PERRON, P
论文数:
0
引用数:
0
h-index:
0
PERRON, P
机构
:
来源
:
ECONOMICS LETTERS
|
1985年
/ 18卷
/ 04期
关键词
:
D O I
:
10.1016/0165-1765(85)90058-8
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:381 / 386
页数:6
相关论文
共 13 条
[1]
DICKEY D, 1981, ECONOMETRICA, V49, P1957
[2]
Dickey D. A, 1976, THESIS IOWA STATE U
[3]
DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1979,
74
(366)
: 427
-
431
[4]
TESTING FOR UNIT ROOTS .2.
EVANS, GBA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
EVANS, GBA
SAVIN, NE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
SAVIN, NE
[J].
ECONOMETRICA,
1984,
52
(05)
: 1241
-
1269
[5]
TESTING FOR UNIT ROOTS .1.
EVANS, GBA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
EVANS, GBA
SAVIN, NE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
SAVIN, NE
[J].
ECONOMETRICA,
1981,
49
(03)
: 753
-
779
[6]
THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1965,
38
(01)
: 34
-
105
[7]
FULLER WA, 1976, INTRO STATISTICAL TI
[8]
The distribution theory of runs
Mood, AM
论文数:
0
引用数:
0
h-index:
0
机构:
Princeton Univ, Princeton, NJ USA
Princeton Univ, Princeton, NJ USA
Mood, AM
[J].
ANNALS OF MATHEMATICAL STATISTICS,
1940,
11
: 367
-
392
[9]
NANKERVIS JC, 1983, UNPUB TESTING AUTORE
[10]
PERRON P, 1984, UNPUB DISTRIBUTION L
←
1
2
→
共 13 条
[1]
DICKEY D, 1981, ECONOMETRICA, V49, P1957
[2]
Dickey D. A, 1976, THESIS IOWA STATE U
[3]
DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1979,
74
(366)
: 427
-
431
[4]
TESTING FOR UNIT ROOTS .2.
EVANS, GBA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
EVANS, GBA
SAVIN, NE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
SAVIN, NE
[J].
ECONOMETRICA,
1984,
52
(05)
: 1241
-
1269
[5]
TESTING FOR UNIT ROOTS .1.
EVANS, GBA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
EVANS, GBA
SAVIN, NE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
SAVIN, NE
[J].
ECONOMETRICA,
1981,
49
(03)
: 753
-
779
[6]
THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1965,
38
(01)
: 34
-
105
[7]
FULLER WA, 1976, INTRO STATISTICAL TI
[8]
The distribution theory of runs
Mood, AM
论文数:
0
引用数:
0
h-index:
0
机构:
Princeton Univ, Princeton, NJ USA
Princeton Univ, Princeton, NJ USA
Mood, AM
[J].
ANNALS OF MATHEMATICAL STATISTICS,
1940,
11
: 367
-
392
[9]
NANKERVIS JC, 1983, UNPUB TESTING AUTORE
[10]
PERRON P, 1984, UNPUB DISTRIBUTION L
←
1
2
→