On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856)

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scientific article; zbMATH DE number 6993291
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On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability
scientific article; zbMATH DE number 6993291

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    On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (English)
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    13 December 2018
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    structural breaks
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    nonlinear models
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    Fourier approximation
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