Fractional Unit-Root Tests Allowing for a Fractional Frequency Flexible Fourier Form Trend: Predictability of Covid-19

dc.authorid Baleanu, Dumitru/0000-0002-0286-7244
dc.authorid Omay, Tolga/0000-0003-0263-2258
dc.authorscopusid 23978235900
dc.authorscopusid 7005872966
dc.authorwosid Baleanu, Dumitru/B-9936-2012
dc.contributor.author Omay, Tolga
dc.contributor.author Baleanu, Dumitru
dc.contributor.other Economics
dc.date.accessioned 2024-07-05T15:21:23Z
dc.date.available 2024-07-05T15:21:23Z
dc.date.issued 2021
dc.department Atılım University en_US
dc.department-temp [Omay, Tolga] Atilim Univ, Dept Econ, TR-06830 Ankara, Turkey; [Baleanu, Dumitru] Cankaya Univ, Dept Math, TR-06530 Ankara, Turkey; [Baleanu, Dumitru] Inst Space Sci, Magurele, Romania en_US
dc.description Baleanu, Dumitru/0000-0002-0286-7244; Omay, Tolga/0000-0003-0263-2258 en_US
dc.description.abstract In this study we propose a fractional frequency flexible Fourier form fractionally integrated ADF unit-root test, which combines the fractional integration and nonlinear trend as a form of the Fourier function. We provide the asymptotics of the newly proposed test and investigate its small-sample properties. Moreover, we show the best estimators for both fractional frequency and fractional difference operator for our newly proposed test. Finally, an empirical study demonstrates that not considering the structural break and fractional integration simultaneously in the testing process may lead to misleading results about the stochastic behavior of the Covid-19 pandemic. en_US
dc.identifier.citationcount 24
dc.identifier.doi 10.1186/s13662-021-03317-9
dc.identifier.issn 1687-1847
dc.identifier.issue 1 en_US
dc.identifier.pmid 33747069
dc.identifier.scopus 2-s2.0-85102596690
dc.identifier.uri https://doi.org/10.1186/s13662-021-03317-9
dc.identifier.uri https://hdl.handle.net/20.500.14411/2074
dc.identifier.volume 2021 en_US
dc.identifier.wos WOS:000629172600001
dc.identifier.wosquality Q1
dc.institutionauthor Omay, Tolga
dc.language.iso en en_US
dc.publisher Springer en_US
dc.relation.publicationcategory Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı en_US
dc.rights info:eu-repo/semantics/openAccess en_US
dc.scopus.citedbyCount 32
dc.subject Structural break en_US
dc.subject Stochastic fractional difference equation en_US
dc.subject Stationarity en_US
dc.subject Covid-19 forecast en_US
dc.title Fractional Unit-Root Tests Allowing for a Fractional Frequency Flexible Fourier Form Trend: Predictability of Covid-19 en_US
dc.type Article en_US
dc.wos.citedbyCount 28
dspace.entity.type Publication
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