Differencing of random walks and near random walks
- 30 November 1977
- journal article
- Published by Elsevier BV in Journal of Econometrics
- Vol. 6 (3), 289-308
- https://doi.org/10.1016/0304-4076(77)90002-1
Abstract
No abstract availableKeywords
This publication has 12 references indexed in Scilit:
- Evidence on the Information Content of Accounting Numbers: Accounting-Based and Market-Based Estimates of Systematic RiskJournal of Financial and Quantitative Analysis, 1973
- Finding Sampling Distributions by a Recognition MethodJournal of the American Statistical Association, 1971
- First Order Autoregression: Inference, Estimation, and PredictionEconometrica, 1969
- Finite Sample Monte Carlo Studies: An Autoregressive IllustrationJournal of the American Statistical Association, 1967
- Monte Carlo Results for Estimation in a Stable Markov Time SeriesJournal of the Royal Statistical Society. Series A (General), 1966
- BIAS IN THE ESTIMATION OF AUTOCORRELATIONSBiometrika, 1954
- NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATIONBiometrika, 1954
- A Sampling Study of the Merits of Auto-Regressive and Reduced Form Transformations in Regression AnalysisJournal of the American Statistical Association, 1949
- Application of Least Squares Regression to Relationships Containing Auto- Correlated Error TermsJournal of the American Statistical Association, 1949
- Further Contributions to the Problem of Serial CorrelationThe Annals of Mathematical Statistics, 1944