Narrow search
Showing 1 - 10 of 374
Cover Image
Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - In: Journal of econometrics 190 (2016) 1, pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
Cover Image
A class of simple distribution-free-rank-based unit root tests
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - In: Journal of econometrics 163 (2011) 2, pp. 200-214
Persistent link: https://www.econbiz.de/10009270609
Cover Image
A class of simple distribution-free rank-based unit root tests
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2010
Persistent link: https://www.econbiz.de/10003992222
Cover Image
A class of simple distribution-free rank-based unit root tests
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2011 - rev.
Persistent link: https://www.econbiz.de/10008807395
Cover Image
Rank-based tests of the cointegrating rank in semiparametric error correction models
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2012
Persistent link: https://www.econbiz.de/10009676141
Cover Image
Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2015
Persistent link: https://www.econbiz.de/10011348908
Cover Image
Semiparametrically efficient inference based on signs and ranks for median restricted models
Hallin, Marc (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901479
Cover Image
Serial and nonserial sign-and-rank statistics : asymptotic representation and asymptotic normality
Hallin, Marc (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773695
Cover Image
On bounded completeness and the l1-densensess of likelihood ratios
Hallin, Marc; Werker, Bas J. M.; Zhou, Bo - 2023
Persistent link: https://www.econbiz.de/10014251867
Cover Image
Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models
Hallin, Marc; van den Akker, Ramon; Werker, Bas - European Centre for Advanced Research in Economics and … - 2012
This paper introduces rank-based tests for the cointegrating rank in an Error CorrectionModel with i.i.d. elliptical innovations. The tests are asymptotically distribution-free,and their validity does not depend on the actual distribution of the innovations. Thisresult holds despite the fact...
Persistent link: https://www.econbiz.de/10011031500