Monash University
Browse
wp16-12.pdf (463.45 kB)

An Improved Nonparametric Unit-Root Test

Download (463.45 kB)
journal contribution
posted on 2022-11-04, 04:44 authored by Jiti Gao, Maxwell King
This paper proposes a simple and improved nonparametric unit-root test. An asymptotic distribution of the proposed test is established. Finite sample comparisons with an existing nonparametric test are discussed. Some issues about possible extensions are outlined.

History

Classification-JEL

C12, C14, C22

Creation date

2012-08

Working Paper Series Number

16/12

Length

24 pages

File-Format

application/pdf

Handle

RePEc:msh:ebswps:2012-16

Usage metrics

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC