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Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing

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dc.contributor.author Omay, Tolga
dc.date.accessioned 2023-02-16T12:49:18Z
dc.date.available 2023-02-16T12:49:18Z
dc.date.issued 2015-09-01
dc.identifier.citation Omay, Tolga (2015). "Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing", Economics Letters, Vol. 134, pp. 123-126. tr_TR
dc.identifier.issn 0165-1765
dc.identifier.uri http://hdl.handle.net/20.500.12416/6256
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. •Fractional Frequency Flexible Fourier Form-DF-type of unit root test is proposed.•The small sample properties of FFFFF-DF-type test are better than EL test.•FFFFF-DF-type test improves the empirical testing performance.•FFFFF-DF-type test prevents type two errors and over-filtration problems. tr_TR
dc.language.iso eng 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 Nonlinear Trend tr_TR
dc.subject Structural Break tr_TR
dc.subject Unit Root tr_TR
dc.title Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing tr_TR
dc.type article tr_TR
dc.relation.journal Economics 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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