Adaptive Testing for Cointegration With Nonstationary Volatility

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Publication:6620899

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DOI10.1080/07350015.2020.1867558zbMath1547.62639MaRDI QIDQ6620899

H. Peter Boswijk, Yang Zu

Publication date: 17 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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