RATS programs to replicate Wright's Alternative Variance Ratio test results
AbstractThis replicates the results in Wright(2000), "Alternative Variance-Ratio Tests Using Ranks and Signs", JBES, vol 18, pp 1-9. It demonstrates the RATS procedure vratio.src.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00168.
Programming language: RATS
Requires: RATS 8.00
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
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Other versions of this item:
- Wright, Jonathan H, 2000. "Alternative Variance-Ratio Tests Using Ranks and Signs," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 1-9, January.
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