A class of simple distribution-free rank-based unit root tests (Q737964): Difference between revisions

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-.1016/j.jeconom.2011.03.007
@@ Property / DOI: 10.1016/j.jeconom.2011.03.007 / rank @@
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+https://doi.org/10.1016/j.jeconom.2011.03.007
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+W3123085261
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+UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS
@@ Property / cites work: UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS / rank @@
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+On the Theory of Testing for Unit Roots in Observed Time Series
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+Q4277836
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+Rank tests for unit roots
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+Asymptotic inference in time series regressions with a unit root and infinite variance errors
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+Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
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+Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment
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+Adaptive estimation in time-series models
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+RANK TESTS FOR SERIAL DEPENDENCE
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+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
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+Testing for unit roots with stationary covariates
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+Minimizing the impact of the initial condition on testing for unit roots
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+Efficient Tests for an Autoregressive Unit Root
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+One-step R-estimation in linear models with stable errors
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+Q4840212
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+Rank tests of unit root hypothesis with infinite variance errors
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+Robust Rank Tests of the Unit Root Hypothesis
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+Testing for unit roots in heterogeneous panels.
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+Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
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+Optimal Inference in Regression Models with Nearly Integrated Regressors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Asymptotic methods in statistical decision theory
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
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+Tests for Unit Roots and the Initial Condition
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Trends and random walks in macroeconomic time series
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+Time Series Regression with a Unit Root
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+Optimal Inference in Cointegrated Systems
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+Testing for a unit root in time series regression
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+A complete class of tests when the likelihood is locally asymptotically quadratic.
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+ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS
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+Time series with unit roots and infinite-variance disturbances
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+Inference in a nearly integrated autoregressive model with nonnormal innovations
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+OPTIMAL VERSUS ROBUST INFERENCE IN NEARLY INTEGRATED NON-GAUSSIAN MODELS
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+ROBUST TESTS OF THE UNIT ROOT HYPOTHESIS SHOULD NOT BE “MODIFIED”
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+Asymptotic Statistics
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+Asymptotic Normality, When Regressors Have a Unit Root
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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@@ Property / DOI @@
+.1016/J.JECONOM.2011.03.007
@@ Property / DOI: 10.1016/J.JECONOM.2011.03.007 / rank @@
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