An invariant sign test for random walks based on recursive median adjustment

Journal of Econometrics

Volumn 102, Issue 2, 2001, Pages 197-229

  So, Beong Soo ^a   Shin, Dong Wan ^a  

^a Ewha Womans University   (South Korea)

Author keywords

Heteroscedasticity; Nonlinear transformation; Nonparametric sign test

Indexed keywords

EID: 0346312270     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00053-7     Document Type: Article

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