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Economics letters, ISSN 0165-1765, 09/2015, Volume 134, pp. 123 - 123
In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to... 
Journal Article
Economics Letters, ISSN 0165-1765, 09/2015, Volume 134, p. 123
  In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to... 
Studies | Approximations | Fourier analysis | Test methods | Econometrics
Journal Article
Economics Letters, ISSN 0165-1765, 09/2015, Volume 134, pp. 123 - 126
In this study, a Fractional Frequency Flexible Fourier Form DF-type unit root test is proposed. The small sample properties of the proposed test are found to... 
Nonlinear trend | Unit root | Fractional Frequency Flexible Fourier Form | Structural break | ECONOMICS
Journal Article
Computational economics, ISSN 0927-7099, 04/2017, Volume 49, Issue 4, pp. 623 - 651
The aim of this study is to search for a better optimization algorithm in applying unit root tests that inherit nonlinear models in the testing process. The... 
Algorithms | Interest rate parity theorem | Estimating techniques | Australia
Journal Article
Applied Economics, ISSN 0003-6846, 01/2020, pp. 1 - 19
Journal Article
Applied Economics, ISSN 0003-6846, 03/2018, Volume 50, Issue 12, pp. 1289 - 1308
Journal Article
İşletme Araştırmaları Dergisi, ISSN 1309-0712, 06/2019, Volume 11, Issue 2, pp. 743 - 757
Amaç – Bu araştırma, psikolojik sermayenin bireysel performans üzerindeki etkisini ve bireyörgüt uyumunun bu iki değişken arasındaki aracılık rolünü tespit... 
psychological capital individual performance person-organization fit and structural equation modeling | psikolojik sermaye bireysel performans birey-örgüt uyumu ve yapısal eşitlik modellemesi
Journal Article
Applied Economics, ISSN 0003-6846, 02/2020, Volume 52, Issue 10, pp. 1070 - 1087
We employ linear and nonlinear unit-root tests to examine the stationarity of five multi-century historical U.K. series of real output compiled by the Bank of... 
state-dependence | time-dependence | C22 | C12 | nonlinearity | Fourier function | Unit root | O52 | TESTS | MACROECONOMIC TIME-SERIES | OUTPUT | STRUCTURAL BREAK | PPP | UNCERTAIN | ECONOMICS | GREAT CRASH | TREND | Banks | Nonlinear | Economic theory | Adjustment | Stabilization | Cointegration analysis
Journal Article
Economics Letters, ISSN 0165-1765, 08/2017, Volume 157, p. 1
We propose a nonlinear error correction-based cointegration test in a panel data setting and provide their small sample properties. 
Studies | Nonlinear equations | Error correction & detection | Cointegration analysis
Journal Article
Economic Modelling, ISSN 0264-9993, 06/2014, Volume 40, p. 184
  In this study, we re-examine the PPP hypothesis in the light of the new developments in the unit root testing literature. The recent theoretical findings... 
Studies | Hypothesis testing | Foreign exchange rates | Asymmetry | Time series | Purchasing power parity
Journal Article
Economic modelling, ISSN 0264-9993, 06/2014, Volume 40, pp. 184 - 190
In this study, we re-examine the PPP hypothesis in the light of the new developments in the unit root testing literature. The recent theoretical findings have... 
Journal Article
Economics Letters, ISSN 0165-1765, 2009, Volume 104, Issue 1, pp. 5 - 8
We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an exponential smooth transition (ESTAR) model, and provide... 
Sieve bootstrap | Nonlinear | Panel unit root | ECONOMICS | Nonlinear Panel unit root Sieve bootstrap | Analysis | Political parties
Journal Article
The European Journal of Finance, ISSN 1351-847X, 07/2019, Volume 25, Issue 11, pp. 979 - 993
This study tests the weak form market efficiency of 32 European stock markets. Utilizing monthly data from June 2006 to June 2017, six different, newly... 
market development | Market efficiency | G15 | nonlinear panel unit root tests | G14 | C1 | European stock markets | TRANSITION | PPP | BUSINESS, FINANCE | PRICES | ASYMMETRIC ADJUSTMENT | HYPOTHESIS | STOCK MARKETS | Economic models | Stock exchanges | Efficiency | Securities markets
Journal Article
Economics Letters, ISSN 0165-1765, 12/2018, Volume 173, p. 118
Utilizing the recently developed measure of global risk aversion by Xu (2017), we show that global risk aversion is a significant determinant of international... 
Risk aversion | Correlation analysis | Emerging markets | Equity
Journal Article
Economics Bulletin, 2011, Volume 31, Issue 4, pp. 3006 - 3015
Journal Article
Bulletin of Economic Research, ISSN 0307-3378, 01/2020, Volume 72, Issue 1, pp. 50 - 62
This paper re‐examines the stochastic properties of U.S. state real per capita personal income, using new panel unit‐root procedures. The new developments... 
cross‐sectional dependence | C12 | C23 | sieve bootstrap | C15 | panel unit root | asymmetry | nonlinear | cross-sectional dependence | ECONOMIC TIME-SERIES | TESTS | UNIT-ROOT TEST | EXCHANGE-RATES | FLUCTUATIONS | HYPOTHESIS | ECONOMICS | Personal income | Asymmetries | Asymmetry | Per capita
Journal Article
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