Using double frequency in fourier Dickey-Fuller unit root test
Year of publication: |
2022
|
---|---|
Authors: | Cai, Yifei ; Omay, Tolga |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 59.2022, 2, p. 445-470
|
Subject: | Double frequency | Fourier Dickey-Fuller unit root test | Commodity price | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory |
-
Fourier DF unit root test for R&D intensity of G7 countries
Cai, Yifei, (2022)
-
Meng, Ming, (2017)
-
Nazlıoğlu, Şaban, (2017)
- More ...
-
Time-varying interactions between geopolitical risks and renewable energy consumption
Cai, Yifei, (2020)
-
Understanding gas pricing mechanisms: Implications for the Asian market
Cai, Yifei, (2020)
-
Cai, Yifei, (2018)
- More ...