Media type: E-Article Title: Adaptive testing for cointegration with nonstationary volatility Contributor: Boswijk, Herman Peter [VerfasserIn]; Zu, Yang [VerfasserIn] imprint: 2022 Published in: Journal of business & economic statistics ; 40(2022), 2, Seite 744-755 Language: English DOI: 10.1080/07350015.2020.1867558 ISSN: 1537-2707 Identifier: Keywords: Adaptive estimation ; Nonparametric volatility estimation ; Wild bootstrap ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access