A class of simple distribution-free rank-based unit root tests
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Publication:737964
DOI10.1016/j.jeconom.2011.03.007zbMath1441.62718MaRDI QIDQ737964
Marc Hallin, Ramon van den Akker, Bas J. M. Werker
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.03.007
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62M07: Non-Markovian processes: hypothesis testing
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