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Bankacılık ve Finans Bölümü YayınKoleksiyonu

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Browsing Bankacılık ve Finans Bölümü YayınKoleksiyonu by Journal "Economic Letters"

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    Citation Count: Omay, Tolga, "Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing" Economic Letters, Vol.134, pp.123-126 (2015).
    Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing
    (Elsevier Science SA, 2015) Omay, Tolga; 19320
    In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to be better than that of the integer frequency counterpart.