A class of simple distribution-free rank-based unit root tests
type: Item
instance of: scholarly article
title: A class of simple distribution-free rank-based unit root tests
zbMATH Open document ID: 1441.62718
author: Marc Hallin
author: Ramon van den Akker
author: Bas J. M. Werker
published in: Journal of Econometrics
publication date: 2016-08-12T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6616616
zbMATH Keywords: unit root
zbMATH Keywords: Dickey-Fuller test
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: rank test
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.03.007
OpenAlex ID: W3123085261
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DOI: 10.1016/J.JECONOM.2011.03.007
description: scientific article; zbMATH DE number 6616616