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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