The limit distribution of level crossings of a random walk, and a simple unit root test
Peter Burridge and Emmanuel Guerre
| Year of publication: |
1995 ; Rev
|
|---|---|
| Authors: | Burridge, Peter ; Guerre, Emmanuel |
| Publisher: |
Birmingham |
| Subject: | Einheitswurzeltest | Unit root test | Random Walk | Random walk | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Extent: | 31, [3] S. : graph. Darst |
|---|---|
| Series: | Department of Economics discussion paper / Department of Economics, The University of Birmingham. - Cambridge, ZDB-ID 2322658-4. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000931591