Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing
Tolga Omay (Cankaya University, Department of Banking and Finance, Turkey)
| Year of publication: |
September 2015
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| Authors: | Omay, Tolga |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 134.2015, p. 123-126
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| Subject: | Fractional Frequency Flexible Fourier Form | Structural break | Nonlinear trend | Unit root | Strukturbruch | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011432370