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Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing

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dc.contributor.authorOmay, Tolga
dc.contributor.authorID19320tr_TR
dc.date.accessioned2023-02-16T12:49:18Z
dc.date.available2023-02-16T12:49:18Z
dc.date.issued2015
dc.departmentÇankaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Bankacılık ve Finans Bölümüen_US
dc.description.abstractIn 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. •Fractional Frequency Flexible Fourier Form-DF-type of unit root test is proposed.•The small sample properties of FFFFF-DF-type test are better than EL test.•FFFFF-DF-type test improves the empirical testing performance.•FFFFF-DF-type test prevents type two errors and over-filtration problems.en_US
dc.description.publishedMonth9
dc.identifier.citationOmay, Tolga (2015). "Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing", Economics Letters, Vol. 134, pp. 123-126.en_US
dc.identifier.doi10.1016/j.econlet.2015.07.010
dc.identifier.endpage126en_US
dc.identifier.issn0165-1765
dc.identifier.startpage123en_US
dc.identifier.urihttp://hdl.handle.net/20.500.12416/6256
dc.identifier.volume134en_US
dc.language.isoenen_US
dc.relation.ispartofEconomics Lettersen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectFractional Frequency Flexible Fourier Formen_US
dc.subjectNonlinear Trenden_US
dc.subjectStructural Breaken_US
dc.subjectUnit Rooten_US
dc.titleFractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testingtr_TR
dc.titleFractional Frequency Flexible Fourier Form To Approximate Smooth Breaks in Unit Root Testingen_US
dc.typeArticleen_US
dspace.entity.typePublication

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