A nonparametric unit root test under nonstationary volatility
type: Item
instance of: scholarly article
title: A nonparametric unit root test under nonstationary volatility
zbMATH Open document ID: 1398.62232
author: Burak Alparslan Eroğlu
author: Taner Yigit
published in: Economics Letters
publication date: 2018-09-03T00:00:00Z
full work available at URL: http://hdl.handle.net/11693/36849
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G35
zbMATH DE Number: 6930237
zbMATH Keywords: nonstationary volatility
zbMATH Keywords: fractionally integrated time series
zbMATH Keywords: variance ratio statistic
zbMATH Keywords: unit root testing
zbMATH Keywords: nonparametric unit root testing method
zbMATH Keywords: robust
MaRDI profile type: Publication
OpenAlex ID: W2276055621
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DOI: 10.1016/J.ECONLET.2016.01.005
description: scientific article; zbMATH DE number 6930237