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Applied Economics Volume 53, 2021 - Issue 7
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Research Article

Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests

Tolga Omaya Department Economics, Atilim University, Ankara, Turkey;b Montpellier Business School, Montpellier, France
,
Furkan Emirmahmutogluc Ankara Haci Bayram Veli University, Ankara, TurkeyORCID Iconhttps://orcid.org/0000-0001-7358-3567
ORCID Icon &
Syed Jawad Hussain Shahzadb Montpellier Business School, Montpellier, France;d South Ural State University, Chelyabinsk, Russian FederationCorrespondence[email protected]
Pages 761-780 | Published online: 20 Oct 2020

Citations (11)

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Read on this site (3)

Ceyda Aktan, Tolga Omay & Eyyüp Ensari Şahin. (2022) Examining the non-linear stochastic behavior of the European energy market: evidence from nonlinear unit root tests. Energy Sources, Part B: Economics, Planning, and Policy 17:1.
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Kurmaş Akdoğan & Jamal G. Husein. (2022) Current account sustainability and nonlinear adjustment. Applied Economics Letters 29:13, pages 1182-1186.
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David De Villiers & Andrew Phiri. (2022) Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s). The Journal of International Trade & Economic Development 31:2, pages 161-180.
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Articles from other publishers (8)

Neslihan Turguttopbaş & Tolga Omay. (2023) Testing the efficiency of emerging markets: Evidence from nonlinear panel unit tests. Panoeconomicus 70:2, pages 261-278.
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Tolga Omay & Perihan Iren. (2021) Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing. Computational Economics 61:1, pages 233-265.
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Hafiz Syed Mohsin Abbas, Xiaodong Xu & Chunxia Sun. (2022) The role of state capacity and socio-economic determinants on health quality and its access in Pakistan (1990–2019). Socio-Economic Planning Sciences 83, pages 101109.
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Tolga Omay & Dumitru Baleanu. (2021) Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19. Advances in Difference Equations 2021:1.
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Tolga Omay, Muhammad Shahbaz & Chris Stewart. (2021) Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test. Empirica 48:4, pages 875-901.
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Şekip YAZGAN, Reşat CEYLAN & Şükrü MOLLAVELİOĞLU. (2021) Yatırım Gelişme Yolu Yaklaşımı Üzerine Bir Yakınsama AnaliziA Convergence Analysis on the Investment Development Path Approach. Sosyoekonomi 29:48, pages 489-510.
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Furkan Emirmahmutoglu, Tolga Omay, Syed Jawad Hussain Shahzad & Safwan Mohd Nor. (2021) Smooth Break Detection and De-Trending in Unit Root Testing. Mathematics 9:4, pages 371.
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Mohammed Yaw Broni, Mosharrof Hosen & Hardi Nyagsi Mohammed. (2020) Lending Rate and Carbon Emissions Nexus: Evidence from the United States of America. Research in Globalization 2, pages 100031.
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