00000nam##2200000za#4500 9.615537 CaOODSP 20211126112847 ta 150406|2001||||xxc||||| f|0| 0 eng|d 0-662-30119-6 1192-5434 CaOODSP eng n-cn--- FB3-2/101-2E Bank of Canada. Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity / by Richard Luger. Ottawa - Ontario : Bank of Canada 2001. v, 25p. : references, tables ; 28 cm. Working paper 1192-5434 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. Résumés en français Softcover 01-49 2001-12-07 Currency gcpds Testing gcpds Luger, Richard Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity / (CaOODSP)9.571581 Working paper, 1192-5434 2001-2 (CaOODSP)9.514622