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About this Economics, Econometrics and Finance article
Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization by Kim, Chang-Jin; Nelson, Charles R. is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Kim, Chang-Jin; Nelson, Charles R.
- Publisher
- Social Science Electronic Publishing; Publons; Research Square; Elsevier BV (ISSN 1556-5068)
- Published
- 1999
- Field
- Economics, Econometrics and Finance (Social Sciences)