Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: lo-mackinlay variance ratio test

From   "Tomasz Stepniak" <[email protected]>
To   [email protected]
Subject   st: lo-mackinlay variance ratio test
Date   Sat, 15 Apr 2006 15:35:13 +0000

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 RWH of the Warsaw Stock Market.

Is this module available for download to be used in Stata or is there an
test in Stata?

Tomasz Stepniak

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index