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Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing

dc.contributor.authorOmay, Tolga
dc.contributor.authorID19320tr_TR
dc.date.accessioned2020-05-08T22:29:45Z
dc.date.available2020-05-08T22:29:45Z
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.en_US
dc.description.publishedMonth9
dc.identifier.citationOmay, 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.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/20.500.12416/3658
dc.identifier.volume134en_US
dc.language.isoenen_US
dc.publisherElsevier Science SAen_US
dc.relation.ispartofEconomic Lettersen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectFractional Frequency Flexible Fourier Formen_US
dc.subjectStructural Breaken_US
dc.subjectNonlinear Trenden_US
dc.subjectUnit Rooten_US
dc.titleFractional frequency flexible fourier form to approximate smoothbreaks in unit root testingtr_TR
dc.titleFractional Frequency Flexible Fourier Form To Approximate Smoothbreaks in Unit Root Testingen_US
dc.typeArticleen_US
dspace.entity.typePublication

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