Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing
Year of publication: |
September 2015
|
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Authors: | Omay, Tolga |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 134.2015, p. 123-126
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Subject: | Fractional Frequency Flexible Fourier Form | Structural break | Nonlinear trend | Unit root | Einheitswurzeltest | Unit root test | Strukturbruch | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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