A nonparametric unit root test under nonstationary volatility (Q1668133)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6930237
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A nonparametric unit root test under nonstationary volatility |
scientific article; zbMATH DE number 6930237 |
Statements
A nonparametric unit root test under nonstationary volatility (English)
0 references
3 September 2018
0 references
nonstationary volatility
0 references
fractionally integrated time series
0 references
variance ratio statistic
0 references
unit root testing
0 references
nonparametric unit root testing method
0 references
robust
0 references
0 references
0 references
0.869786262512207
0 references
0.8602766990661621
0 references
0.8540846109390259
0 references
0.8501076102256775
0 references
0.8470622897148132
0 references
