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

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 134
Issue: C
Pages: 123-126

Authors (1)

Omay, Tolga (Atılım Üniversitesi)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:134:y:2015:i:c:p:123-126
Journal Field
General
Author Count
1
Added to Database
2026-01-26