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Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing
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Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing
Omay, Tolga
URI:
http://hdl.handle.net/20.500.12416/3658
Date:
2015-09
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.
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