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- Tue Feb 26, 2013 2:45 pm
- Forum: Estimation
- Topic: weak form tests
- Replies: 0
- Views: 1232
weak form tests
hi guys, i'm kinda totally new to practical econometrics. I have to test whether a market is efficient in its weak form by using daily data of its price index, termed 'demex'. I tried 'estimate equation' demex c demex(-1) demex(-2) demex(-3) demex(-4). Is this the right way? I also tried same with i...