Fractional Frequency Flexible Fourier Form To Approximate Smooth Breaks in Unit Root Testing
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Date
2015
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Publisher
Elsevier Science Sa
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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. (C) 2015 Elsevier B.V. All rights reserved.
Description
Omay, Tolga/0000-0003-0263-2258
ORCID
Keywords
Fractional Frequency Flexible Fourier Form, Structural Break, Nonlinear Trend, Unit Root
Turkish CoHE Thesis Center URL
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Citation
Omay, Tolga, "Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing" Economic Letters, Vol.134, pp.123-126 (2015).
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Q3
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OpenCitations Citation Count
100
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Volume
134
Issue
Start Page
123
End Page
126
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CrossRef : 34
Scopus : 87
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Mendeley Readers : 33
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1.00247332
Sustainable Development Goals
2
ZERO HUNGER
4
QUALITY EDUCATION
8
DECENT WORK AND ECONOMIC GROWTH
9
INDUSTRY, INNOVATION AND INFRASTRUCTURE
10
REDUCED INEQUALITIES
