Showing 1 - 8 of 8
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.
Persistent link: https://www.econbiz.de/10010860412
Persistent link: https://www.econbiz.de/10008667512
Persistent link: https://www.econbiz.de/10008667514
Persistent link: https://www.econbiz.de/10003988815
Persistent link: https://www.econbiz.de/10003813909
Persistent link: https://www.econbiz.de/10003813943
Persistent link: https://www.econbiz.de/10003813950
Persistent link: https://www.econbiz.de/10008771369