Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584): Difference between revisions

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+Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
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+A bootstrap test for additive outliers in non-stationary time series
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+Q5560061
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+Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation
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+SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS
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+Rank tests for unit roots
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+Normal rank
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+Inference on the cointegration rank in fractionally integrated processes.
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+The finite-sample performance of robust unit root tests
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+Understanding the effect of time series outliers on sample autocorrelations
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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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+LONG MEMORY TESTING IN THE TIME DOMAIN
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+Robust Estimation of the First-Order Autoregressive Parameter
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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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+Efficient Tests for an Autoregressive Unit Root
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+Normal rank
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+Rank Based Dickey–Fuller Test Statistics
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+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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+A class of simple distribution-free rank-based unit root tests
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+Q4840212
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+Normal rank
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+On the power of unit root tests against fractional alternatives
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+Fractional integration and the augmented Dickey--Fuller test
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+Asymptotic properties of \(U\)-processes under long-range dependence
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+Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes
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+An outlier robust unit root test with an application to the extended Nelson-Plosser data
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+Influence functionals for time series (with discussion)
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+Robust estimation in long-memory processes under additive outliers
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+Bootstrap Unit-Root Tests: Comparison and Extensions
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+Q4898728
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+Normal rank
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+On the asymptotic distribution of the Dickey Fuller-GLS test statistic
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