Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
Year of publication: |
2018
|
---|---|
Authors: | Boswijk, Herman Peter ; Zu, Yang |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 21.2018, 2, p. 87-113
|
Subject: | Adaptive testing | Non-parametric estimation | Power envelope | Unit root | Wildbootstrap | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Bootstrap-Verfahren | Bootstrap approach |
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