Pages that link to "Item:Q685910"
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The following pages link to Time series properties of aggregate output fluctuations (Q685910):
Displayed 5 items.
- New variance ratio tests to identify random walk from the general mean reversion model (Q868405) (← links)
- Spectral based testing of the martingale hypothesis (Q1185208) (← links)
- Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions (Q2387336) (← links)
- A monte carlo analysis of two spectral tests of the martingale hypothesis (Q3598366) (← links)
- Big shocks versus small shocks in a dynamic stochastic economy with many interacting agents (Q5894577) (← links)