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A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)

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  • Hallin, M.
  • van den Akker, R.

    (Tilburg University, Center For Economic Research)

  • Werker, B.J.M.

    (Tilburg University, Center For Economic Research)

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  • 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.
    • Handle: RePEc:tiu:tiucen:004c9726-ec6a-4884-8238-d31defda1153
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    Cited by:

    1. Bas Werker & Bo Zhou, 2020. "Semiparametric Testing with Highly Persistent Predictors," Papers 2009.08291, arXiv.org.
    2. In Choi, 2019. "Unit Root Tests for Dependent Micropanels," The Japanese Economic Review, Springer, vol. 70(2), pages 145-167, June.
    3. V. A. Reisen & C. Lévy-Leduc & M. Bourguignon & H. Boistard, 2017. "Robust Dickey–Fuller tests based on ranks for time series with additive outliers," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(1), pages 115-131, January.
    4. Shelef, Amit, 2016. "A Gini-based unit root test," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 763-772.

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