Recursive adjusted unit root tests under non-stationary volatility
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Publication:2043142
DOI10.1016/j.econlet.2021.109941zbMath1469.62329OpenAlexW3167447993MaRDI QIDQ2043142
Kuangyu Wen, Shaoping Wang, Yanglin Li
Publication date: 22 July 2021
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109941
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