The flexible Fourier form and Dickey–Fuller type unit root tests
By W. Enders, Junsoo Lee. 2012
606 citations recorded by the source corpus.
Subfields: Applied Mathematics, Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/e35e1f7ab9e17864325490cc27729135b383c271
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Zaghum Umar
- Lixiong Yang
- Chingnun Lee
- Jyh-Lin Wu
- R. Ferrer
- Syed Jawad Hussain Shahzad
- Laura Ballester
In Economics and Econometrics
- Syed Jawad Hussain Shahzad
- Zaghum Umar
- Lixiong Yang
- Chingnun Lee
- Jyh-Lin Wu
- R. Ferrer
- Laura Ballester
- Muhammad Shahbaz
In Statistics and Probability
- Zaghum Umar
- Lixiong Yang
- Chingnun Lee
- Jyh-Lin Wu
- R. Ferrer
- Syed Jawad Hussain Shahzad
- Laura Ballester
Citations in the corpus
- A Simple Panel Unit‐Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure (2016, positive): “1 Allowing for two frequency parameters, 1 = 1 and 2 = 2, is important if breaks are sharp (Enders and Lee, 2012a).”
- Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017, positive): “Enders and Lee (2012) demonstrated that the asymptotic distribution of the statistic depends only on the frequency k and the sample size T, while it is invariant to all other parameters in the data generating process.”