A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests

Marc Hallin (), Ramon van den Akker () and B.J.M. Werker
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B.J.M. Werker: Tilburg University, Center for Economic Research

No 2009-2, Discussion Paper from Tilburg University, Center for Economic Research

Abstract: AMS 1980 subject classification : 62G10 and 62G20.

JEL-codes: C12 C22 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-ets
Date: 2009
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Working Paper: A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests (2009)
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