How big is the random walks in macroeconomic time series. Variance ratio tests

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@article{3bb517be0d9e4c8d8a72209e6aaeebcb,

title = "How big is the random walks in macroeconomic time series. Variance ratio tests",

author = "Malliaris, {A. G.} and Urrutia, {Jorge L.}",

year = "1990",

month = oct,

doi = "10.1016/0165-1765(90)90228-S",

language = "English",

volume = "34",

pages = "113--116",

journal = "Economics Letters",

issn = "0165-1765",

number = "2",

}

TY - JOUR

T1 - How big is the random walks in macroeconomic time series. Variance ratio tests

AU - Malliaris, A. G.

AU - Urrutia, Jorge L.

PY - 1990/10

Y1 - 1990/10

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U2 - 10.1016/0165-1765(90)90228-S

DO - 10.1016/0165-1765(90)90228-S

M3 - Article

AN - SCOPUS:38249017583

SN - 0165-1765

VL - 34

SP - 113

EP - 116

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -