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

Keywords

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

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