Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics (Q3192389)
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scientific article; zbMATH DE number 6493212
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| English | Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics |
scientific article; zbMATH DE number 6493212 |
Statements
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (English)
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12 October 2015
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infimum unit root test
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multiple trend breaks
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non-stationary volatility
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wild bootstrap
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0.9083970785140992
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0.8741791844367981
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0.8715404272079468
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0.8698574304580688
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