Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Tolga Omay, Furkan Emirmahmutoglu and Syed Jawad Hussain Shahzad
| Year of publication: |
2021
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|---|---|
| Authors: | Omay, Tolga ; Emirmahmutoglu, Furkan ; Shahzad, Syed Jawad Hussain |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 7, p. 761-780
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| Subject: | Covid-19 | deterministic smooth break | estimation methods | Nonlinear trend | structural change | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Coronavirus | Nichtlineare Regression | Nonlinear regression | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1814945 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012416087