Testing for a Unit Root in the Logistic STAR Framework with a Fourier Function: an Application to the Unemployment Rates
This paper introduces the Fourier-LSTAR (FLSTAR) test, which addresses the critical challenge of testing for unit roots in time series characterized by both unknown structural breaks and nonlinear dynamics. We propose and evaluate this novel unit root test, which integrates a logistic smooth transit...
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| Autor principal: | |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Czech Statistical Office
2026-03-01
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| Col·lecció: | Statistika: Statistics and Economy Journal |
| Matèries: | |
| Accés en línia: | https://csu.gov.cz/docs/107508/89b67f6f-7e36-264d-cee0-5a5ea44259a8/3201972601_veli_yilanci_analyza.pdf?version=1.0 |
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