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Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors

Omay, Tolga; Hasanov, Mübariz; Shin, Yongcheol - In: Computational economics 52 (2018) 1, pp. 167-193

Persistent link: https://www.econbiz.de/10012052928

An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration

Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29

Persistent link: https://www.econbiz.de/10011474678

The US real GNP is trend-stationary after all

Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni - In: Applied economics letters 24 (2017) 7/9, pp. 510-514

Persistent link: https://www.econbiz.de/10011712414

The comparison of power and optimization algorithms on unit root testing with smooth transition

Omay, Tolga; Emirmahmutoglu, Furkan - In: Computational economics 49 (2017) 4, pp. 623-651

Persistent link: https://www.econbiz.de/10011762166

Testing the hysteresis effect in the US state-level unemployment series

Omay, Tolga; Ozcan, Burcu; Shahbaz, Muhammed - In: Journal of applied economics 23 (2020) 1, pp. 329-348

This paper re-examines the stochastic time series behaviour of the monthly unemployment rate in 50 states of the United States (US) for the period 1976-2017 using a number of state-of-the-art unit root tests. The new developments incorporate structural break, nonlinearity, asymmetry, and...

Persistent link: https://www.econbiz.de/10012257115

Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests

Omay, Tolga; Emirmahmutoglu, Furkan; Shahzad, Syed … - In: Applied economics 53 (2021) 7, pp. 761-780

Persistent link: https://www.econbiz.de/10012416087

Using double frequency in fourier Dickey-Fuller unit root test

Cai, Yifei; Omay, Tolga - In: Computational economics 59 (2022) 2, pp. 445-470

Persistent link: https://www.econbiz.de/10013169016

Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing

Omay, Tolga; Iren, Perihan - In: Computational economics 61 (2023) 1, pp. 233-265

Persistent link: https://www.econbiz.de/10014228424