Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/5920
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dc.contributor.authorEroglu, Burak Alparslan-
dc.contributor.authorPehlivan Yiğit, Ayşe Özgür-
dc.date.accessioned2021-09-11T15:20:47Z-
dc.date.available2021-09-11T15:20:47Z-
dc.date.issued2022en_US
dc.identifier.issn1081-1826-
dc.identifier.urihttps://doi.org/10.1515/snde-2019-0110-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/5920-
dc.description.abstractUnfortunately, time series problems do not appear in data singly. We focus on the joint occurrence of nonstationarity, seasonality and bounded data. Seasonal unit root tests and bounded unit root tests already exist in the literature, yet when all these issues are combined their performance needs improvement. That is why we offer a testing procedure for bounded seasonal unit root processes. The combination of these tests is not straightforward as the nonlinearity coming from bounds causes the limiting distribution of the proposed test statistic to be multivariate Brownian motion while the others have univariate distributions. The simulation exercises reveal that the existing tests, which ignores the presence of bounds or seasonality, suffer significant size problems. Our statistic removes the size distortions and also maintain satisfactory power performance. © 2021 Walter de Gruyter GmbH, Berlin/Boston 2021.en_US
dc.description.sponsorshipTürkiye Bilimsel ve Teknolojik Araştirma Kurumu: 117K261en_US
dc.language.isoenen_US
dc.publisherDe Gruyter Open Ltden_US
dc.relation.ispartofStudies in Nonlinear Dynamics and Econometricsen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectregulated Brownian motionen_US
dc.subjectregulated time seriesen_US
dc.subjectseasonal unit rootsen_US
dc.titleRegulated Seasonal Unit Root Processen_US
dc.typeArticleen_US
dc.departmentFaculties, Faculty of Economics and Administrative Sciences, Department of Economicsen_US
dc.departmentFakülteler, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümütr_TR
dc.identifier.wosWOS:000739615500001en_US
dc.identifier.scopus2-s2.0-85109039286en_US
dc.institutionauthorPehlivan Yiğit, Ayşe Özgür-
dc.identifier.doi10.1515/snde-2019-0110-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ2-
item.openairetypeArticle-
item.languageiso639-1en-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
crisitem.author.dept04.01. Department of Economics-
Appears in Collections:İktisat Bölümü / Department of Economics
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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