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.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages23
Volume2009-02
Publication statusPublished - 2009

Publication series

NameCentER Discussion Paper
Volume2009-02

Keywords

  • Dickey-Fuller test
  • Local Asymptotic Normality

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