On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability

DOI10.1007/978-1-4614-8060-0_4zbMath1407.62305OpenAlexW2236618652MaRDI QIDQ4561856

Paul Jones, Walter Enders

Publication date: 13 December 2018

Published in: Recent Advances in Estimating Nonlinear Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-8060-0_4

zbMATH Keywords

nonlinear modelsstructural breaksFourier approximation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

Unit root testing with slowly varying trends ⋮ On the performance of the variance ratio unit root tests with flexible Fourier form

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