dc.contributor.author |
García, A.
|
|
dc.contributor.author |
Sansó, A.
|
|
dc.date.accessioned |
2020-04-22T06:44:11Z |
|
dc.identifier.uri |
http://hdl.handle.net/11201/152083 |
|
dc.description.abstract |
[eng] In this note the nonparametric unit root test of Burridge and Guerre (1996, Econometric Theory, 12, 705-723), which is based on the standardized number of crossings of a level of a random walk, is extended in two ways, allowing for a deterministic trend in the process and more general innovations. The test has a well-known standard limit distribution. Monte Carlo experiments revealed the good finite-sample properties of the proposed test.The authors appreciate helpful comments from an anonymous referee. We gratefully acknowledge the financial support of the Ministerio de Ciencia y Tecnología and the Conselleria d'Economia, Hisenda i Innovació, grants BEC2002-03769 and PRIB-2004-10095, respectively. |
|
dc.format |
application/pdf |
|
dc.relation.isformatof |
Reproducció del document publicat a: https://doi.org/10.1017/S026646660606035X |
|
dc.relation.ispartof |
Econometric Theory, 2006, vol. 22, num. 4, p. 756-761 |
|
dc.subject.classification |
33 - Economia |
|
dc.subject.other |
33 - Economics. Economic science |
|
dc.title |
A Generalization of the Burridge-Guerre Non-Parametric Unit Root |
|
dc.type |
info:eu-repo/semantics/article |
|
dc.type |
info:eu-repo/semantics/publishedVersion |
|
dc.date.updated |
2020-04-22T06:44:11Z |
|
dc.date.embargoEndDate |
info:eu-repo/date/embargoEnd/2026-12-31 |
|
dc.embargo |
2026-12-31 |
|
dc.rights.accessRights |
info:eu-repo/semantics/embargoedAccess |
|
dc.identifier.doi |
https://doi.org/10.1017/S026646660606035X |
|