A class of simple distribution-free rank-based unit root tests (Q737964): Difference between revisions
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scientific article
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English | A class of simple distribution-free rank-based unit root tests |
scientific article |
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A class of simple distribution-free rank-based unit root tests (English)
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12 August 2016
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unit root
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Dickey-Fuller test
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local asymptotic normality
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rank test
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