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The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test. (1996). Guerre, Emmanuel ; Burridge, Peter.
In: Econometric Theory.
RePEc:cup:etheor:v:12:y:1996:i:04:p:705-723_00.

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  1. Unit Root Tests for Dependent Micropanels. (2019). Choi, In.
    In: The Japanese Economic Review.
    RePEc:spr:jecrev:v:70:y:2019:i:2:d:10.1111_jere.12170.

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  2. Unit root tests for dependent and heterogeneous micropanels. (2014). Choi, In.
    In: Working Papers.
    RePEc:sgo:wpaper:1404.

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  3. A Combined Nonparametric Test for Seasonal Unit Roots. (2014). Kunst, Robert.
    In: Economics Series.
    RePEc:ihs:ihsesp:303.

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  4. Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles. (2013). Pollock, David ; Pollock D. S. G., .
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:6:y:2013:i:1:p:81-102:n:2.

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  5. Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks.. (2010). Maynard, Alex ; Alexeev, Vitali.
    In: Working Papers.
    RePEc:gue:guelph:2010-01..

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  6. Using mean reversion as a measure of persistence. (2010). Marques, Carlos ; Dias, Daniel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:262-273.

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  7. A Nonparametric Test for Seasonal Unit Roots. (2009). Kunst, Robert.
    In: Economics Series.
    RePEc:ihs:ihsesp:233.

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  8. On the Relationship between Inflation Persistence and Temporal Aggregation. (2007). Holden, Ken ; DUARTE, AGUSTIN ; Paya, Ivan.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:6:p:1521-1531.

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  9. On the relationship between inflation persistence and temporal aggregation. (2006). Paya, Ivan ; Duarte, A ; Holden, K.
    In: Working Papers.
    RePEc:lan:wpaper:578936.

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  10. On the relationship between inflation persistence and temporal aggregation. (2006). Duarte, A ; Holden, K ; Paya, Ivan.
    In: Working Papers.
    RePEc:lan:wpaper:2606.

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  11. On the relationship between inflation persistence and temporal aggregation. (2006). Duarte, A ; Holden, K ; Paya, Ivan.
    In: Working Papers.
    RePEc:lan:wpaper:2464.

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  12. A sign test for unit roots in a momentum threshold autoregressive process. (2006). Shin, Dong Wan ; Park, Soo Jung.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:76:y:2006:i:10:p:986-990.

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  13. A range unit root test. (2004). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws041104.

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  14. On the record properties of integrated time series. (2003). Felipe M. Aparicio Acosta, .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws036414.

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  15. Range unit root tests. (2003). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws031126.

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  16. Testing for unit roots in the context of misspecified logarithmic random walks. (2002). Krämer, Walter ; Davies, Laurie ; Kramer, Walter.
    In: Economics Letters.
    RePEc:eee:ecolet:v:74:y:2002:i:3:p:313-319.

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  17. An invariant sign test for random walks based on recursive median adjustment. (2001). So, Beong Soo ; Shin, Dong Wan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:102:y:2001:i:2:p:197-229.

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  18. Testing for unit roots in the context of misspecified logarithmic random walks. (2000). Krämer, Walter ; Davies, Laurie ; Kramer, Walter.
    In: Technical Reports.
    RePEc:zbw:sfb475:200030.

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  19. Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments. (2000). So, Beong Soo ; Shin, Dong Wan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:99:y:2000:i:1:p:107-137.

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  20. Empirically relevant critical values for hypothesis tests: A bootstrap approach. (2000). Horowitz, Joel L. ; Savin, N. E..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:95:y:2000:i:2:p:375-389.

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