Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem |
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Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (English)
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4 February 2021
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level break fraction
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non-stationary volatility
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adaptive estimation
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feasible weighted estimator
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information criteria
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unit root tests and trend breaks
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