A Generalization Of The Burridge Guerre Nonparametric Unit Root Test
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- Alexeev, Vitali & Maynard, Alex, 2012.
"Localized level crossing random walk test robust to the presence of structural breaks,"
Computational Statistics & Data Analysis,
Elsevier, vol. 56(11), pages 3322-3344.
- Vitali Alexeev & Alex Maynard, 2010. "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers 1001, University of Guelph, Department of Economics and Finance.
- Dias, Daniel A. & Marques, Carlos Robalo, 2010.
"Using mean reversion as a measure of persistence,"
Elsevier, vol. 27(1), pages 262-273, January.
- Daniel Dias & Carlos Robalo Marques, 2005. "Using Mean Reversion as a Measure of Persistence," Working Papers w200503, Banco de Portugal, Economics and Research Department.
- Robalo Marques, Carlos & Dias, Daniel, 2005. "Using mean reversion as a measure of persistence," Working Paper Series 450, European Central Bank.
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