Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195)
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scientific article; zbMATH DE number 7484669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing fractional unit roots with non-linear smooth break approximations using Fourier functions |
scientific article; zbMATH DE number 7484669 |
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Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (English)
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4 March 2022
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fractional unit root
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Chebyshev polynomial
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Monte Carlo simulation
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nonlinearity
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smooth break
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Fourier transform
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