| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5058439 | Economics Letters | 2015 | 4 Pages |
Abstract
â¢Fractional Frequency Flexible Fourier Form-DF-type of unit root test is proposed.â¢The small sample properties of FFFFF-DF-type test are better than EL test.â¢FFFFF-DF-type test improves the empirical testing performance.â¢FFFFF-DF-type test prevents type two errors and over-filtration problems.
In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to be better than that of the integer frequency counterpart.
Related Topics
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Authors
Tolga Omay,