Bankacılık ve Finans Bölümü
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Browsing Bankacılık ve Finans Bölümü by Journal "Economic Letters"
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Article 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; 19320In 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.