Alternative unit root testing strategies using the Fourier approximation
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More about this item
KeywordsUnit root; Fourier series; Union of rejection; Pretesting;
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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