Browsing WOS İndeksli Yayınlar Koleksiyonu / WOS Indexed Publications Collection by Subject "Unit Root"

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Testing the Convergence Hypothesis for OECD Countries: RALS Panel Fourier SURADF Unit Root Test

Yilanci, Veli; Canpolat-Gokce, Esra (SOSYOEKONOMI SOC, 2020)

The main aim of this study is to improve the SURADF panel unit root test of Breur et al. (2001) by considering structural breaks and the knowledge of non-normal distrubited residuals. Chang et al. (2012) introduce a new ...