st: lo-mackinlay variance ratio test

["Tomasz Stepniak" <tomasz_stepniak@hotmail.com>]

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
equivalent
test in Stata?

Thanks,
Tomasz Stepniak


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