Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5060074 | Economics Letters | 2012 | 4 Pages |
Abstract
⺠This paper suggests a new unit-root test with a Fourier function in a Dickey-Fuller type regression framework. ⺠Our suggested test can complement the Fourier LM and DF-GLS unit root tests. ⺠They have good size and power properties.
Keywords
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Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Walter Enders, Junsoo Lee,