The flexible Fourier form and Dickey-Fuller type unit root tests
type: Item
instance of: scholarly article
title: The flexible Fourier form and Dickey-Fuller type unit root tests
zbMATH Open document ID: 1255.62243
author: Walter Enders
author: Junsoo Lee
published in: Economics Letters
publication date: 2012-12-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 6118378
zbMATH Keywords: neglected nonlinearity
zbMATH Keywords: Fourier approximation
MaRDI profile type: Publication
full work available at URL: j.econlet.2012.04.081
OpenAlex ID: W2094257787
cites work: A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
cites work: On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
cites work: Testing for a unit root in the nonlinear STAR framework
cites work: Unit roots and smooth transitions
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
DOI: 10.1016/J.ECONLET.2012.04.081
description: scientific article; zbMATH DE number 6118378