VRATIO: RATS procedure to implement variance ratio unit root test procedure
Implements the variance ratio unit root test procedure as outlined in Cochrane (1988), Diebold (1989), and Lo and McKinley (1988).
|Date of creation:|
|Note:||RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
When requesting a correction, please mention this item's handle: RePEc:boc:bocode:rts00231. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
If references are entirely missing, you can add them using this form.