Showing 1 - 10 of 15
Persistent link: https://www.econbiz.de/10014494215
Persistent link: https://www.econbiz.de/10003541646
Persistent link: https://www.econbiz.de/10010354970
Persistent link: https://www.econbiz.de/10003091782
Persistent link: https://www.econbiz.de/10001592752
Persistent link: https://www.econbiz.de/10001463645
This paper generalizes the approach of Zhou, van den Akker, Werker (2019), which was designed to derive semiparametric power envelope and construct efficient rank-based tests for the univariate unit root testing problem. The generalization is threefold. First, it becomes a unified method...
Persistent link: https://www.econbiz.de/10012897448
Persistent link: https://www.econbiz.de/10012761378
Persistent link: https://www.econbiz.de/10015069654
Persistent link: https://www.econbiz.de/10001720502