Admissible And Nonadmissible Tests In Unit-Root-Like Situations
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- Werner Ploberger, 2004. "Admissible and Nonadmissible Test in Unit-Root-like Situations," Econometric Society 2004 North American Summer Meetings 555, Econometric Society.
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- repec:hal:journl:peer-00834424 is not listed on IDEAS
- Zhou, Bo, 2017. "Semiparametric inference for non-LAN models," Other publications TiSEM 0ea4fd8a-937d-4c19-8f77-f, Tilburg University, School of Economics and Management.
- Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M., 2011.
"A class of simple distribution-free rank-based unit root tests,"
Journal of Econometrics,
Elsevier, vol. 163(2), pages 200-214, August.
- Marc Hallin & Ramon Van den Akker & Bas J.M. Werker, 2011. "A class of simple distribution-free rank-based unit root tests," Post-Print hal-00834424, HAL.
- Marc Hallin & Ramon van den Akker & Bas Werker, 2009. "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," Working Papers ECARES 2009_001, ULB -- Universite Libre de Bruxelles.
- Hallin, M. & van den Akker, R. & Werker, B.J.M., 2011. "A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)," Discussion Paper 2011-002, Tilburg University, Center for Economic Research.
More about this item
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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