The size and power of the variance ratio test in finite samples : a Monte Carlo investigation

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Bibliographic Information

Title
"The size and power of the variance ratio test in finite samples : a Monte Carlo investigation"
Statement of Responsibility
Andrew W. Lo, A. Craig MacKinlay
Publisher
  • National Bureau of Economic Research
Publication Year
  • 1988
Book size
23 cm

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Details 詳細情報について

  • CRID
    1130282273184134528
  • NII Book ID
    BA23078270
  • Text Lang
    en
  • Country Code
    us
  • Title Language Code
    en
  • Place of Publication
    • Cambridge, MA
  • Data Source
    • CiNii Books
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