Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test

Richard Olaolu Olayeni, Aviral Kumar Tiwari and Mark E. Wohar

Year of publication:	2021
Authors:	Olayeni, Richard Olaolu ; Tiwari, Aviral Kumar ; Wohar, Mark E.
Subject:	cross-sectional dependency \| Feldstein-Horioka \| panel data \| smooth structural breaks \| Panel \| Panel study \| Kointegration \| Cointegration \| Strukturbruch \| Structural break \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Einheitswurzeltest \| Unit root test \| Schätztheorie \| Estimation theory

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