dc.contributor.author |
Omay, Tolga
|
|
dc.date.accessioned |
2020-05-08T22:29:45Z |
|
dc.date.available |
2020-05-08T22:29:45Z |
|
dc.date.issued |
2015-09 |
|
dc.identifier.citation |
Omay, Tolga, "Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing" Economic Letters, Vol.134, pp.123-126 (2015). |
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dc.identifier.issn |
0165-1765 |
|
dc.identifier.uri |
http://hdl.handle.net/20.500.12416/3658 |
|
dc.description.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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dc.language.iso |
eng |
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dc.publisher |
Elsevier Science SA |
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dc.relation.isversionof |
10.1016/j.econlet.2015.07.010 |
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dc.rights |
info:eu-repo/semantics/closedAccess |
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dc.subject |
Fractional Frequency Flexible Fourier Form |
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dc.subject |
Structural Break |
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dc.subject |
Nonlinear Trend |
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dc.subject |
Unit Root |
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dc.title |
Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing |
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dc.type |
article |
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dc.relation.journal |
Economic Letters |
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dc.contributor.authorID |
19320 |
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dc.identifier.volume |
134 |
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dc.identifier.startpage |
123 |
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dc.identifier.endpage |
126 |
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dc.contributor.department |
Çankaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Bankacılık ve Finans Bölümü |
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