Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market

By Piyali Banerjee, Vladimir Arčabić, Hyejin Lee. 2017

239 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/1cb91b3acd9b399afa073181876a287dcc1a3e6c

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In Economics and Econometrics

1. Umut Uzar
2. Kemal Eyuboglu

Citations in the corpus

• The impact of tourism on CO2 emission in Turkey (2020, methodology): “The Fourier ADL test formula can be written as follows: (Banerjee et al., 2017).”