Rank tests for unit roots
From MaRDI portal
Recommendations
- Robust Rank Tests of the Unit Root Hypothesis
- A class of simple distribution-free rank-based unit root tests
- Rank tests of unit root hypothesis with infinite variance errors
- Rank test of unit‐root hypothesis with AR‐GARCH errors
- Unit root testing
- Semiparametrically point-optimal hybrid rank tests for unit roots
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
Cites work
- scientific article; zbMATH DE number 48952 (Why is no real title available?)
- scientific article; zbMATH DE number 3550005 (Why is no real title available?)
- scientific article; zbMATH DE number 1898277 (Why is no real title available?)
- scientific article; zbMATH DE number 3075261 (Why is no real title available?)
- A modification of the Schmidt-Phillips unit root test
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- Testing for a unit root in time series regression
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Time Series Regression with a Unit Root
Cited in
(25)- Quantile inference for nonstationary processes with infinite variance innovations
- Semiparametrically point-optimal hybrid rank tests for unit roots
- Rank test for testing randomness of the technology parameters in a stochastic frontier regression model
- The Dickey-Fuller test for exponential random walks
- Some properties of exact tests for unit roots
- Characterizations of the Beta Distribution
- Moment condition tests for heavy tailed time series
- Rank tests for short memory stationarity
- Wilcoxon rank test for change in persistence
- A class of simple distribution-free rank-based unit root tests
- Nonparametric tests for unit roots and cointegration.
- Rank Based Dickey–Fuller Test Statistics
- Sums of exponentials of random walks with drift
- Records Properties of Non Stationary Time Series
- Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank
- A new approach to unit root testing
- Rank tests of unit root hypothesis with infinite variance errors
- Testing for Unit Roots: 2
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
- Testing for unit roots in the context of misspecified logarithmic random walks.
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers
- Sign tests for long-memory time series
- Testing for a unit root in a nonlinear quantile autoregression framework
- Ratio tests of a unit root
This page was built for publication: Rank tests for unit roots
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1372920)
