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Effect of cross correlations in error terms on the model selection criteria for the stationary VAR process

Köse, Nezir; Ucar, Nuri - In: Applied economics letters 13 (2006) 4, pp. 223-228

Persistent link: https://www.econbiz.de/10003382400

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

Nonlinear error correction based cointegration test in panel data

Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S. - In: Economics letters 157 (2017), pp. 1-4

Persistent link: https://www.econbiz.de/10011847276

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

Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests

Omay, Tolga; Emirmahmutoglu, Furkan; Shahzad, Syed … - In: Applied economics 53 (2021) 7, pp. 761-780

Persistent link: https://www.econbiz.de/10012416087

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

Testing the hysteresis effect in the US state-level unemployment series

Omay, Tolga; Ozcan, Burcu; Shahbaz, Muhammed - 2020

This paper re-examines the stochastic time series behaviour of the monthly unemployment rate in 50 states of the United States (US) for the period 1976-2017 using a number of state-of-the-art unit root tests. The new developments incorporate structural break, nonlinearity, asymmetry, and...

Persistent link: https://www.econbiz.de/10012257115