Aligned Rank tests for Linear Models with Autocorrelated Error Terms

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Aligned Rank tests for Linear Models with Autocorrelated Error Terms

Author Info

Hallin, M.
Puri, L.M.

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Marc Hallin

Abstract

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Publisher Info
Paper provided by Universite Libre de Bruxelles - C.E.M.E. in its series Papers with number 9202.

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Length: 67 pages
Date of creation: 1992
Date of revision:
Handle: RePEc:fth:ulbeme:9202

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Article
- Hallin, M. & Puri, M. L., 1994. "Aligned Rank Tests for Linear Models with Autocorrelated Error Terms," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 175-237, August. [Downloadable!] (restricted)

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Marc Hallin & Khalid Rifi, 1997. "A Berry-Esséen Theorem for Serial Rank Statistics," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(4), pages 777-799, December. [Downloadable!] (restricted)
Other versions:
- M. Hallin & K. Rifi, . "A Berry-Ess\'een Theorem for Serial Rank Statistics," Sonderforschungsbereich 373 1995-30, Humboldt Universitaet Berlin.
Marc Hallin & Abdeslam Serroukh, 1998. "Adaptive Estimation of the Lag of a Long–memory Process," Statistical Inference for Stochastic Processes, Springer, vol. 1(2), pages 111-129, May. [Downloadable!] (restricted)
Werker, B.J.M. & Vermandele, C. & Hallin, M., 2004. "Semiparametrically efficient inference based on signs and ranks for median restricted models," Discussion Paper 11, Tilburg University, Center for Economic Research. [Downloadable!]
Other versions:
- Marc Hallin & Catherine Vermandele & Bas J. M. Werker, 2008. "Semiparametrically efficient inference based on signs and ranks for median-restricted models," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 70(2), pages 389-412. [Downloadable!] (restricted)
Werker, B. & Vermandele, C. & Hallin, M., 2003. "Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality," Discussion Paper 23, Tilburg University, Center for Economic Research. [Downloadable!]

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