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st: lo-mackinlay variance ratio test


From   Preeti Rao <[email protected]>
To   [email protected]
Subject   st: lo-mackinlay variance ratio test
Date   Fri, 14 Jun 2002 16:14:16 +0530 (IST)

Can someone please help? I am looking for this test and have been unable
to locate it.

I would like to use the Lo-MacKinlay (1988) variance ratio test for
testing the random walk of the Indian Stock Market. Is this module
available for download? Can it be used in Stata or is there an equivalent
for it in Stata?

Thanks,
Preeti Rao		


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