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A generalization of the Burridge-Guerre nonparametric root test
García, Ana
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Sansó, Andreu
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Econometric theory
22
(
2006
)
4
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pp. 756-761
Persistent link: https://www.econbiz.de/10003351884
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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter
- In:
Econometric theory
12
(
1996
)
4
,
pp. 705-723
Persistent link: https://www.econbiz.de/10001210203
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