The flexible Fourier form and Dickey–Fuller type unit root tests
Year of publication: |
2012
|
---|---|
Authors: | Enders, Walter ; Lee, Junsoo |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 117.2012, 1, p. 196-199
|
Publisher: |
Elsevier |
Subject: | Neglected nonlinearity | Fourier approximation | Unit root |
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