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Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga; Hasanov, Mübariz; Shin, Yongcheol - In: Computational economics 52 (2018) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
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A unit root test with Markov switching deterministic components : a special emphasis on nonlinear optimization algorithms
Omay, Tolga; Corakci, Aysegul - In: Computational economics 64 (2024) 3, pp. 1837-1856
Persistent link: https://www.econbiz.de/10015143959
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The comparison of power and optimization algorithms on unit root testing with smooth transition
Omay, Tolga; Emirmahmutoglu, Furkan - In: Computational economics 49 (2017) 4, pp. 623-651
Persistent link: https://www.econbiz.de/10011762166
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Using double frequency in fourier Dickey-Fuller unit root test
Cai, Yifei; Omay, Tolga - In: Computational economics 59 (2022) 2, pp. 445-470
Persistent link: https://www.econbiz.de/10013169016
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Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga; Iren, Perihan - In: Computational economics 61 (2023) 1, pp. 233-265
Persistent link: https://www.econbiz.de/10014228424