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A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks

✍ Scribed by Walter Enders; Junsoo Lee

Book ID
115232915
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
957 KB
Volume
74
Category
Article
ISSN
0140-5543

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The authors are grateful to Mark J. Powers, the editor, and two anonymous referees for their helpful comments and suggestions. Valuable comments on earlier versions from Thomas Schwarz and Fumi Quong are also greatly appreciated. The views stated in this article are those of the authors and do not n