A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)
Year of publication: |
2011
|
---|---|
Authors: | Werker, Bas J.M. ; Hallin, M. ; van den Akker, R. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | Unit root | Dickey-Fuller test | Local Asymptotic Normality | Rank test |
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