Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing

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).	tr_TR
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.	tr_TR
dc.language.iso	eng	tr_TR
dc.publisher	Elsevier Science SA	tr_TR
dc.relation.isversionof	10.1016/j.econlet.2015.07.010	tr_TR
dc.rights	info:eu-repo/semantics/closedAccess	tr_TR
dc.subject	Fractional Frequency Flexible Fourier Form	tr_TR
dc.subject	Structural Break	tr_TR
dc.subject	Nonlinear Trend	tr_TR
dc.subject	Unit Root	tr_TR
dc.title	Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing	tr_TR
dc.type	article	tr_TR
dc.relation.journal	Economic Letters	tr_TR
dc.contributor.authorID	19320	tr_TR
dc.identifier.volume	134	tr_TR
dc.identifier.startpage	123	tr_TR
dc.identifier.endpage	126	tr_TR
dc.contributor.department	Çankaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Bankacılık ve Finans Bölümü	tr_TR

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