Rank tests for unit roots

Author:

Breitung Jörg,Gouriéroux Christian

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference18 articles.

1. Empirical evidence on Dickey-Fuller-type tests;Agiakloglou;Journal of Time Series Analysis,1992

2. An LM test for a unit root in the presence of a structural break;Amsler;Econometric Theory,1995

3. Exact nonparametric orthogonality and random walk tests;Campbell;The Review of Economics and Statistics,1995

4. Short-term interest rates as subordinated diffusions;Conley;Manuscript,1995

5. Estimation and Inference in Econometrics;Davidson,1993

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