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

Marc Hallin, R. van den Akker and B.J.M. Werker
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R. van den Akker: Tilburg University, School of Economics and Management
B.J.M. Werker: Tilburg University, School of Economics and Management

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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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