Browsing Research Articles (University of Pretoria) by Subject "Fractional frequency flexible Fourier form (FFFFF)"

Browsing Research Articles (University of Pretoria) by Subject "Fractional frequency flexible Fourier form (FFFFF)"

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  • Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni (Routledge, 2017)
    This article applies the Fractional Frequency Flexible Fourier Form (FFFFF) Dickey–Fuller (DF)-type unit root test on the natural logarithm of US real GNP over the quarterly period of 1875:1–2015:2, to determine whether ...