Fractional Frequency Flexible Fourier Form To Approximate Smooth Breaks in Unit Root Testing

Omay, Tolga08.02. Çankaya Meslek Yüksekokulu08. Meslek Yüksekokulları01. Çankaya Üniversitesi2020-05-082025-09-182020-05-082025-09-182015Omay, Tolga, "Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing" Economic Letters, Vol.134, pp.123-126 (2015).0165-17651873-7374https://doi.org/10.1016/j.econlet.2015.07.010https://hdl.handle.net/20.500.12416/13734Omay, Tolga/0000-0003-0263-2258In 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.eninfo:eu-repo/semantics/closedAccessFractional Frequency Flexible Fourier FormStructural BreakNonlinear TrendUnit RootFractional Frequency Flexible Fourier Form To Approximate Smooth Breaks in Unit Root TestingFractional frequency flexible fourier form to approximate smoothbreaks in unit root testingArticle10.1016/j.econlet.2015.07.0102-s2.0-84938080101