A new nonlinear unit root test with Fourier function

DOI10.1080/03610918.2018.1473591MaRDI QIDQ5087978zbMATH OpenOpenAlexWikidataFDO

Authors Burak Güriş

Publication date 4 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://mpra.ub.uni-muenchen.de/82260/1/MPRA_paper_82260.pdf

zbMATH Keywords

unit root testnonlinearityflexible Fourier form

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
• A new unit root test against ESTAR based on a class of modified statistics
• Asymmetric adjustment and smooth transitions: a combination of some unit root tests
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses
• Testing for a unit root in the nonlinear STAR framework
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• The flexible Fourier form and Dickey-Fuller type unit root tests

Cited in

(2)

• Alternative unit root testing strategies using the Fourier approximation
• scientific article; zbMATH DE number 5060211 (Why is no real title available?)

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