A GENERALIZATION OF THE BURRIDGE–GUERRE NONPARAMETRIC UNIT ROOT TEST
将Burridge和Guerre基于随机游走穿越次数的非参数单位根检验推广到允许确定性趋势和更一般的创新过程，蒙特卡洛实验显示该检验在小样本中表现良好。
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.