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| 001 | 9.571581 |
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| 003 | CaOODSP |
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| 005 | 20211126112844 |
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| 007 | cr ||||||||||| |
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| 008 | 150406|2001||||xxc|||||o f|0| 0 eng|d |
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| 022 | |a1701-9397 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/101-2E-PDF |
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| 110 | 2 |aBank of Canada. |
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| 245 | 10|aExact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity / |h[electronic resource]|cby Richard Luger. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |cFebruary 2001. |
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| 300 | |a35p.|breferences, tables |
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| 490 | 1 |aBank of Canada working paper|x1701-9397|v2001-2 |
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| 500 | |a"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. |
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| 500 | |aThe ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication. |
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| 546 | |aRésumé en français. |
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| 590 | |a11-19-Supp|b2011-09-23 |
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| 690 | 07|aCurrency|2gcpds |
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| 690 | 07|aTesting|2gcpds |
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| 720 | 1 |aLuger, Richard |
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| 776 | 0#|tExact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity / |w(CaOODSP)9.615537 |
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| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v2001-2|w(CaOODSP)9.504604 |
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| 856 | 40|ahttp://publications.gc.ca|qPDF|s230 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-101-2E.pdf|y2001-2 |
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