Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity / by Richard Luger. (Bank of Canada working paper ; 2001-2)

Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity / by Richard Luger.

(Bank of Canada working paper ; 2001-2)

Call No. (NDL): DA49-A159
Bibliographic ID of National Diet Library: 000003698626

Material type: 図書

Author: Luger, Richard.ほか

Publisher: Bank of Canada

Publication date: 2001.

Material Format: Paper

Capacity, size, etc.: v, 25 p. : ill. ; 28 cm.

NDC: -

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Notes on use

Note (General)：: "February 2001."

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Paper

Material Type: 図書
ISSN (series): 1192-5434
Title: Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity / by Richard Luger.
Series Title: Bank of Canada working paper ; 2001-2
Title Heading: Bank of Canada working paper ; 2001-2
Working paper (Bank of Canada) ; 2001-2
Author Heading: Luger, Richard.
Bank of Canada.
Publication, Distribution, etc.: Ottawa : Bank of Canada
Publication Date: 2001.
Publication Date (W3CDTF): 2001
Extent: v, 25 p. : ill. ; 28 cm.
Place of Publication (Country Code): CA
Text Language Code: eng
Note (Text Language): Abstract in English and French.
Subject Heading: Heteroscedasticity.
Time-series analysis.
LCC: HA31.35
NDLC: DA49
Note (General): "February 2001."
Note (Bibliography): Includes bibliographical references (p. 17-20) .
Holding library: 国立国会図書館
Call No.: DA49-A159
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000003698626
http://id.ndl.go.jp/bib/000003698626
Bibliographic Record Category (NDL): 211