Now showing items 1-2 of 2

    • Powerful nonparametric seasonal unit root tests 

      Eroğlu, B. A.; Göğebakan, K. Ç.; Trokić, M. (Elsevier B.V., 2018)
      This paper introduces a powerful nonparametric testing procedure for seasonal unit roots by utilizing the fractional integration operator. Different from the well-known seasonal unit root tests of Hylleberg et al. (1990), ...
    • Wavelet energy ratio unit root tests 

      Trokić, M. (Taylor and Francis Inc., 2016)
      This article uses wavelet theory to propose a frequency domain nonparametric and tuning parameter-free family of unit root tests. The proposed test exploits the wavelet power spectrum of the observed series and its fractional ...