The DOI matches its Crossref record; 32 of the 32 references it cites were found in a registry or an index.
A simple multiple variance ratio test
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
White, H. (1980) · Econometrica · doi:10.2307/1912934 · Cited by 25,861
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.1080/01621459.1979.10482531 · Cited by 23,211
Testing for a unit root in time series regression
PHILLIPS, P. C. B., & PERRON, P. (1988) · Biometrika · doi:10.1093/biomet/75.2.335 · Cited by 19,155
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
Dickey, D. A., & Fuller, W. A. (1981) · Econometrica · doi:10.2307/1912517 · Cited by 14,606
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.2307/2286348 · Cited by 9,106
Simultaneous Statistical Inference
Miller, R. G. (1981) · Springer Series in Statistics · doi:10.1007/978-1-4613-8122-8 · Cited by 5,604
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
Lo, A. W., & MacKinlay, A. C. (1988) · Review of Financial Studies · doi:10.1093/rfs/1.1.41 · Cited by 3,731
Permanent and Temporary Components of Stock Prices
Fama, E. F., & French, K. R. (1988) · Journal of Political Economy · doi:10.1086/261535 · Cited by 3,025
Time Series Regression with a Unit Root
Phillips, P. C. B. (1987) · Econometrica · doi:10.2307/1913237 · Cited by 2,814
Evidence of Predictable Behavior of Security Returns
JEGADEESH, N. (1990) · The Journal of Finance · doi:10.1111/j.1540-6261.1990.tb05110.x · Cited by 2,694
Cited by
The evolution of stock market efficiency over time: A survey of the empirical literature
Lim, K.-P., & Brooks, R. (2011) · Journal of Economic Surveys · doi:10.1111/j.1467-6419.2009.00611.x · Cited by 410
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
Kim, J. H., & Shamsuddin, A. (2008) · Journal of Empirical Finance · doi:10.1016/j.jempfin.2007.07.001 · Cited by 311
Random walks and market efficiency tests of Latin American emerging equity markets: A revisit
Ojah, K., & Karemera, D. (1999) · Financial Review · doi:10.1111/j.1540-6288.1999.tb00454.x · Cited by 161
Metadata
- Authors
- Chow, K. V., & Denning, K. C.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1993-08
- Volume
- 58
- Issue
- 3
- Pages
- 385-401
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2067374063
- Cited by
- 494
- References
- 32
- FWCI
- 3.23
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: A simple multiple variance ratio test. https://app.cochat.ai/papers/10.1016/0304-4076(93)90051-6
- The paper
- Chow, K. V., & Denning, K. C. (1993). A simple multiple variance ratio test. Journal of Econometrics. https://doi.org/10.1016/0304-4076(93)90051-6
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
