A class of simple distribution-free rank-based unit root tests

Marc Hallin; Ramon van den Akker; Bas J. M. Werker

Year of publication:	2011 ; rev.
Authors:	Hallin, Marc ; Akker, Ramon van den ; Werker, Bas J. M.
Publisher:	Tilburg : Center for Economic Research
Subject:	Einheitswurzeltest \| Unit root test \| Statistische Verteilung \| Statistical distribution \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory

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