Recursive adjusted unit root tests under non-stationary volatility
type: Item
instance of: scholarly article
title: Recursive adjusted unit root tests under non-stationary volatility
zbMATH Open document ID: 1469.62329
author: Shaoping Wang
author: Yanglin Li
author: Kuangyu Wen
published in: Economics Letters
publication date: 2021-07-22T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7373989
zbMATH Keywords: Sino-US trade conflict
zbMATH Keywords: recursive adjustment
zbMATH Keywords: non-stationary volatility
zbMATH Keywords: unit root tests
zbMATH Keywords: structural break
MaRDI profile type: Publication
full work available at URL: j.econlet.2021.109941
OpenAlex ID: W3167447993
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DOI: 10.1016/J.ECONLET.2021.109941
description: scientific article; zbMATH DE number 7373989