Testing fractional unit roots with non-linear smooth break approximations using Fourier functions

DOI10.1080/02664763.2020.1757047OpenAlexW2911058626MaRDI QIDQ5861195

Olaoluwa S. Yaya, Luis A. Gil-Alana

Publication date: 4 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10641/2160

zbMATH Keywords

Fourier transformnonlinearityMonte Carlo simulationChebyshev polynomialfractional unit rootsmooth break

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items

Editorial to the special issue: Recent statistical methods for data analysis, applied economics, business & finance, On the performance of the variance ratio unit root tests with flexible Fourier form

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