The Limit Distribution of Level Crossings of a Random Walk, and a Simple Unit Root Test.
| Year of publication: |
1995
|
|---|---|
| Authors: | Burridge, P. ; Guerre, E. |
| Subject: | UNIT ROOTS |
| Type of publication: | Book / Working Paper |
|---|---|
| Notes: | 31 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005641156