Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility

From MaRDI portal
Publication:5860930

DOI10.1080/07474938.2017.1348684zbMath1490.62233OpenAlexW2567491992MaRDI QIDQ5860930

Anton Skrobotov, A. M. Robert Taylor, Giuseppe Cavaliere

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://repository.essex.ac.uk/19688/1/seas_volat_DIAGONAL_R2v2.pdf




Related Items



Cites Work