Recursive adjusted unit root tests under non-stationary volatility (Q2043142)
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scientific article; zbMATH DE number 7373989
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| default for all languages | No label defined |
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| English | Recursive adjusted unit root tests under non-stationary volatility |
scientific article; zbMATH DE number 7373989 |
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Recursive adjusted unit root tests under non-stationary volatility (English)
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22 July 2021
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Sino-US trade conflict
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recursive adjustment
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non-stationary volatility
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unit root tests
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structural break
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0.7866373658180237
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0.7833324670791626
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0.7800449132919312
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0.7717514038085938
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