An Improved Nonparametric Unit-Root Test

This paper proposes a simple and improved nonparametric unit-root test. An asymptotic distribution of the proposed test is established. Finite sample comparisons with an existing nonparametric test are discussed. Some issues about possible extensions are outlined

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Year of publication:	2012
Authors:	Gao, Jiti ; King, Maxwell
Publisher:	[S.l.] : SSRN
Subject:	Nichtparametrisches Verfahren \| Nonparametric statistics \| Einheitswurzeltest \| Unit root test \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis

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Extent:	1 Online-Ressource (25 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 23, 2012 erstellt
Other identifiers:	10.2139/ssrn.2135317 [DOI]
Classification:	C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014166350