The size and power of the variance ratio test in finite samples : A Monte Carlo investigation

A-Tier

Journal: Journal of Econometrics

Year: 1989

Volume: 40

Issue: 2

Pages: 203-238

Authors (2)

Lo, Andrew W. (Massachusetts Institute of Tec...) MacKinlay, A. Craig (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count