Fractional Frequency Flexible Fourier Form To Approximate Smooth Breaks in Unit Root Testing
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Date
2015
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier Science Sa
Open Access Color
Green Open Access
No
OpenAIRE Downloads
OpenAIRE Views
Publicly Funded
No
BIP! Indicators
Impulse
Top 10%
Influence
Top 10%
Popularity
Top 1%
Abstract
In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to be better than that of the integer frequency counterpart. (C) 2015 Elsevier B.V. All rights reserved.
Description
Omay, Tolga/0000-0003-0263-2258
ORCID
Keywords
Fractional Frequency Flexible Fourier Form, Structural Break, Nonlinear Trend, Unit Root
Fields of Science
0502 economics and business, 05 social sciences
Citation
Omay, Tolga, "Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing" Economic Letters, Vol.134, pp.123-126 (2015).
WoS Q
Q2
Scopus Q
Q2
OpenCitations Citation Count
108
Source
Economics Letters
Volume
134
Issue
Start Page
123
End Page
126
PlumX Metrics
Citations
CrossRef : 34
Scopus : 87
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Mendeley Readers : 33
SCOPUS™ Citations
89
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Web of Science™ Citations
92
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Page Views
4
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