Robust rank tests of the unit root hypothesis

Econometrica

Volumn 65, Issue 1, 1997, Pages 133-161

  Hasan, M N ^a   Koenker, R W ^a  

^a NONE

Author keywords

ADF tests; Brownian motion; Ornstein Uhlenbeck process; Quantile regression; Rank tests; Regression rank score; Unit root tests

Indexed keywords

EID: 0001766277     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171816     Document Type: Article

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