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An optimal test against a random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.; Taylor, Robert - In: The econometrics journal 5 (2002) 2, pp. 520-532
Persistent link: https://www.econbiz.de/10001713335
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An optimal test against a Random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W. - 2000
Persistent link: https://www.econbiz.de/10013442514
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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter; Guerre, Emmanuel - 1995
Persistent link: https://www.econbiz.de/10000912860
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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter; Guerre, Emmanuel - 1995 - Rev
Persistent link: https://www.econbiz.de/10000931591