A New Nonlinear Wavelet-Based Unit Root Test with Structural Breaks

By Aydin Mucahit
Working Paper (2019)

  • Mucahit Aydin

    Sakarya University

    Turkey

Created

July 3, 2020

Last update

July 4, 2020

Software

Gauss

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133

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2424

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263

Description

These Gauss codes are written for Wavelet KSS and Fourier Wavelet KSS unit root tests.

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