A class of simple distribution-free rank-based unit root tests
| Year of publication: |
2011
|
|---|---|
| Authors: | Hallin, Marc ; van den Akker, Ramon ; Werker, Bas J.M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 163.2011, 2, p. 200-215
|