A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests (Replaced by DP 2010-72)

Research output: Working paperDiscussion paperOther research output

Abstract

AMS 1980 subject classification : 62G10 and 62G20.
LanguageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages23
Volume2009-02
Publication statusPublished - 2009

Publication series

NameCentER Discussion Paper
Volume2009-02

Fingerprint

Unit root tests

Keywords

  • Dickey-Fuller test
  • Local Asymptotic Normality

Cite this

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title = "A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests (Replaced by DP 2010-72)",
abstract = "AMS 1980 subject classification : 62G10 and 62G20.",
keywords = "Dickey-Fuller test, Local Asymptotic Normality",
author = "M. Hallin and {van den Akker}, R. and B.J.M. Werker",
note = "Pagination: 23",
year = "2009",
language = "English",
volume = "2009-02",
series = "CentER Discussion Paper",
publisher = "Econometrics",
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A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests (Replaced by DP 2010-72). / Hallin, M.; van den Akker, R.; Werker, B.J.M.

Tilburg : Econometrics, 2009. (CentER Discussion Paper; Vol. 2009-02).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests (Replaced by DP 2010-72)

AU - Hallin, M.

AU - van den Akker, R.

AU - Werker, B.J.M.

N1 - Pagination: 23

PY - 2009

Y1 - 2009

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

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

KW - Dickey-Fuller test

KW - Local Asymptotic Normality

M3 - Discussion paper

VL - 2009-02

T3 - CentER Discussion Paper

BT - A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests (Replaced by DP 2010-72)

PB - Econometrics

CY - Tilburg

ER -