Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility (Q5084371)

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scientific article; zbMATH DE number 7547387
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Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility
scientific article; zbMATH DE number 7547387

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    Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility (English)
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    24 June 2022
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    adaptive testing
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    non-parametric estimation
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    power envelope
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    unit root
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    wild bootstrap
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