The Limit Distribution and Level Crossings of Random Walk, and a Simple Unit Root Test.
| Year of publication: |
1995
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|---|---|
| Authors: | Burridge, P. ; Guerre, E. |
| Institutions: | Department of Economics, University of Birmingham |
| Subject: | UNIT ROOTS | ECONOMETRICS |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 31 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005245954