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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| English | 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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0.9348349
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0.9223138
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0.92180145
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0.91085094
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0.90570766
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0.9049749
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0.8952358
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0.88803846
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