A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)

Marc Hallin, R. van den Akker and Bas Werker
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R. van den Akker: Tilburg University, Center For Economic Research

No 2011-002, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Unit root; Dickey-Fuller test; Local Asymptotic Normality; Rank test (search for similar items in EconPapers)
Date: 2011
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Working Paper: A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72) (2011)
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