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Unit root testing with slowly varying trends - MaRDI portal

Unit root testing with slowly varying trends (Q4997689)

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scientific article; zbMATH DE number 7364922
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English
Unit root testing with slowly varying trends
scientific article; zbMATH DE number 7364922

    Statements

    title
    Unit root testing with slowly varying trends (English)
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    author
    Sven Otto
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    publication date
    30 June 2021
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    zbMATH Keywords
    unit root tests
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    nonlinear trends
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    heteroskedasticity
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    cites work

    Identifiers

    DOI
    10.1111/jtsa.12557
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    Mathematics Subject Classification ID
    62M10
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    62M07
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    65C05
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    zbMATH DE Number
    7364922
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    OpenAlex ID
    W3103097387
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    arXiv ID
    2003.04066
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