Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing
| dc.contributor.author | Omay, Tolga | |
| dc.contributor.authorID | 19320 | tr_TR |
| dc.date.accessioned | 2020-05-08T22:29:45Z | |
| dc.date.available | 2020-05-08T22:29:45Z | |
| dc.date.issued | 2015 | |
| dc.department | Çankaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Bankacılık ve Finans Bölümü | en_US |
| dc.description.abstract | 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. | en_US |
| dc.description.publishedMonth | 9 | |
| dc.identifier.citation | Omay, Tolga, "Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing" Economic Letters, Vol.134, pp.123-126 (2015). | en_US |
| dc.identifier.doi | 10.1016/j.econlet.2015.07.010 | |
| dc.identifier.endpage | 126 | en_US |
| dc.identifier.issn | 0165-1765 | |
| dc.identifier.startpage | 123 | en_US |
| dc.identifier.uri | http://hdl.handle.net/20.500.12416/3658 | |
| dc.identifier.volume | 134 | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier Science SA | en_US |
| dc.relation.ispartof | Economic Letters | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Fractional Frequency Flexible Fourier Form | en_US |
| dc.subject | Structural Break | en_US |
| dc.subject | Nonlinear Trend | en_US |
| dc.subject | Unit Root | en_US |
| dc.title | Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing | tr_TR |
| dc.title | Fractional Frequency Flexible Fourier Form To Approximate Smoothbreaks in Unit Root Testing | en_US |
| dc.type | Article | en_US |
| dspace.entity.type | Publication |
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