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VRATIO: RATS procedure to implement variance ratio unit root test procedure

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Implements the variance ratio unit root test procedure as outlined in Cochrane (1988), Diebold (1989), and Lo and McKinley (1988).

Suggested Citation

  • Tom Doan, "undated". "VRATIO: RATS procedure to implement variance ratio unit root test procedure," Statistical Software Components RTS00231, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rts00231
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
    as

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    File URL: https://www.estima.com/procs_perl/vratio.src
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