| 000 | 00000nam##2200000za#4500 |
| 001 | 9.615537 |
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| 003 | CaOODSP |
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| 005 | 20211126112847 |
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| 007 | ta |
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| 008 | 150406|2001||||xxc||||| f|0| 0 eng|d |
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| 020 | |a0-662-30119-6 |
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| 022 | |a1192-5434 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/101-2E |
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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 / |cby Richard Luger. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |c2001. |
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| 300 | |av, 25p. : |breferences, tables ; |c28 cm. |
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| 490 | 1 |aWorking paper|x1192-5434|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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| 546 | |aRésumés en français |
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| 563 | |aSoftcover |
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| 590 | |a01-49|b2001-12-07 |
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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)9.571581 |
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| 830 | #0|aWorking paper,|x1192-5434|v2001-2|w(CaOODSP)9.514622 |
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