Testing fractional unit roots with non-linear smooth break approximations using Fourier functions
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Publication:5861195
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
Fourier transformnonlinearityMonte Carlo simulationChebyshev polynomialfractional unit rootsmooth break
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