A parametric stationarity test with smooth breaks

DOI10.1515/SNDE-2015-0091OpenAlexW2892855777WikidataQ129187581 ScholiaQ129187581MaRDI QIDQ2697025

Li Ju Tsai, Cheng-Feng Lee, Ching-Chuan Tsong

Publication date: 17 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2015-0091

zbMATH Keywords

Fourier componentstationarity testnonlinear trend

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

On the performance of the variance ratio unit root tests with flexible Fourier form

Cites Work

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• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Unit Roots, Cointegration, and Structural Change
• Chapter 9 Modeling Inflation and Money Demand Using a Fourier-Series Approximation
• Bootstrapping unit root tests with covariates

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