00000nam##2200000za#4500 9.571581 CaOODSP 20211126112844 cr ||||||||||| 150406|2001||||xxc|||||o f|0| 0 eng|d 1701-9397 CaOODSP eng n-cn--- FB3-2/101-2E-PDF Bank of Canada. Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity / [electronic resource] by Richard Luger. Ottawa - Ontario : Bank of Canada February 2001. 35p. references, tables Bank of Canada working paper 1701-9397 2001-2 "The paper's main motive was to provide a generalization of the non-parametric bounds tests for a random walk with unknown drift proposed in Campbell and Dufour (1997)... Although the proposed methods have been illustrated with financial time series, they have general applicability. The methods will have high discriminatory power in the context of macroeconomic time series, for example, where the drift term is usually large."--Concluding remarks. The ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication. Résumé en français. 11-19-Supp 2011-09-23 Currency gcpds Testing gcpds Luger, Richard Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity / (CaOODSP)9.615537 Working paper (Bank of Canada) 1701-9397 2001-2 (CaOODSP)9.504604 http://publications.gc.ca PDF 230 KB https://publications.gc.ca/collections/Collection/FB3-2-101-2E.pdf 2001-2