A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests (Replaced by DP 2010-72)
AbstractAMS 1980 subject classification : 62G10 and 62G20.
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2009-02.
Date of creation: 2009
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Dickey-Fuller test; Local Asymptotic Normality;
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