A class of simple distribution-free rank-based unit root tests
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- scientific article; zbMATH DE number 490141 (Why is no real title available?)
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Cited in
(10)- A Gini-based unit root test
- Semiparametrically point-optimal hybrid rank tests for unit roots
- A simple R-estimation method for semiparametric duration models
- Rank tests for unit roots
- Rank Based Dickey–Fuller Test Statistics
- ROBUST TESTS OF THE UNIT ROOT HYPOTHESIS SHOULD NOT BE “MODIFIED”
- Asymptotically UMP panel unit root tests -- the effect of heterogeneity in the alternatives
- Rank tests of unit root hypothesis with infinite variance errors
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series
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