Rank Tests for Unit Roots

This is an archive of software for the paper Robust Rank Tests of the Unit Root Hypothesis by M.N. Hasan and Roger Koenker. Econometrica, (1997), 65, 133-161

There is a short empirical addendum to the paper which is available by clicking here.

The archive of the software for the paper is available as a group of Splus functions which may be used to reproduce the results in the empirical addendum. This archive is in compressed tar format and can be obtained by clicking here. Alternatively, an R version of the archive is available here.

Ascii readme files describing the the contents of the software archive are packaged within the archives.

Problems or questions regarding this software should be directed to roger@ysidro.econ.uiuc.edu
This software is licensed under GPL 2.