A Class of Simple Distribution-Free Rank-Based Unit Root Tests (Replaced by DP 2011-002)

Research output: Working paperDiscussion paperOther research output

Abstract

AMS 1980 subject classification : 62G10 and 62G20.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages26
Volume2010-72
Publication statusPublished - 2010

Publication series

NameCentER Discussion Paper
Volume2010-72

Fingerprint

Unit root tests
Distribution-free

Keywords

  • Unit root
  • Dickey-Fuller test
  • Local Asymptotic Normality
  • Rank test

Cite this

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title = "A Class of Simple Distribution-Free Rank-Based Unit Root Tests (Replaced by DP 2011-002)",
abstract = "AMS 1980 subject classification : 62G10 and 62G20.",
keywords = "Unit root, Dickey-Fuller test, Local Asymptotic Normality, Rank test",
author = "M. Hallin and {van den Akker}, R. and B.J.M. Werker",
note = "Pagination: 26",
year = "2010",
language = "English",
volume = "2010-72",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
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A Class of Simple Distribution-Free Rank-Based Unit Root Tests (Replaced by DP 2011-002). / Hallin, M.; van den Akker, R.; Werker, B.J.M.

Tilburg : Econometrics, 2010. (CentER Discussion Paper; Vol. 2010-72).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - A Class of Simple Distribution-Free Rank-Based Unit Root Tests (Replaced by DP 2011-002)

AU - Hallin, M.

AU - van den Akker, R.

AU - Werker, B.J.M.

N1 - Pagination: 26

PY - 2010

Y1 - 2010

N2 - AMS 1980 subject classification : 62G10 and 62G20.

AB - AMS 1980 subject classification : 62G10 and 62G20.

KW - Unit root

KW - Dickey-Fuller test

KW - Local Asymptotic Normality

KW - Rank test

M3 - Discussion paper

VL - 2010-72

T3 - CentER Discussion Paper

BT - A Class of Simple Distribution-Free Rank-Based Unit Root Tests (Replaced by DP 2011-002)

PB - Econometrics

CY - Tilburg

ER -