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Fractional frequency flexible Fourier form to approximate smooth breaks in unit root testing - MaRDI portal

Fractional frequency flexible Fourier form to approximate smooth breaks in unit root testing (Q529834)

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scientific article; zbMATH DE number 6728427
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Fractional frequency flexible Fourier form to approximate smooth breaks in unit root testing
scientific article; zbMATH DE number 6728427

    Statements

    Fractional frequency flexible Fourier form to approximate smooth breaks in unit root testing (English)
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    9 June 2017
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    fractional frequency flexible Fourier form
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    structural break
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    nonlinear trend
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    unit root
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