Fractional Frequency Flexible Fourier Form To Approximate Smooth Breaks in Unit Root Testing
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Green Open Access
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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
Scopus Q
OpenCitations Citation Count
108
Source
Volume
134
Issue
Start Page
123
End Page
126
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CrossRef : 34
Scopus : 95
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