Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520)
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scientific article; zbMATH DE number 7534715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility |
scientific article; zbMATH DE number 7534715 |
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Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (English)
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31 May 2022
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information criteria
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lag selection
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nonstationary volatility
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unit root test
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wild bootstrap
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