The flexible Fourier form and Dickey-Fuller type unit root tests (Q1925883): Difference between revisions
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Property / cites work: A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks / rank | |||
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Property / cites work: On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form / rank | |||
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Property / cites work: Testing for a unit root in the nonlinear STAR framework / rank | |||
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Property / cites work: Unit roots and smooth transitions / rank | |||
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Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank | |||
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Latest revision as of 01:06, 6 July 2024
scientific article
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English | The flexible Fourier form and Dickey-Fuller type unit root tests |
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The flexible Fourier form and Dickey-Fuller type unit root tests (English)
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27 December 2012
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neglected nonlinearity
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Fourier approximation
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