Robust Rank Tests of the Unit Root Hypothesis (Q4339084)
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scientific article; zbMATH DE number 1016982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Rank Tests of the Unit Root Hypothesis |
scientific article; zbMATH DE number 1016982 |
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Robust Rank Tests of the Unit Root Hypothesis (English)
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8 October 1997
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ADF tests
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quantile regression
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Brownian motion
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Ornstein-Uhlenbeck process
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rank tests
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regression rank score process
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unit root hypothesis
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time series
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