st: lo-mackinlay variance ratio test

[Preeti Rao <preeti@irm.ernet.in>]

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 the random walk of the Indian Stock Market. Is this module
available for download? Can it be used in Stata or is there an equivalent
for it in Stata?

Thanks,
Preeti Rao		


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/