Bounded unit root processes with non-stationary volatility
Göğebakan, Kemal Çağlar, Eroğlu, Burak Alparslan
Published in Communications in statistics. Simulation and computation (03.04.2023)
Published in Communications in statistics. Simulation and computation (03.04.2023)
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Journal Article
On the performance of wavelet based unit root tests
Eroğlu, Burak Alparslan, Soybilgen, Barış
Published in Journal of risk and financial management (01.09.2018)
Published in Journal of risk and financial management (01.09.2018)
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Journal Article
Powerful nonparametric seasonal unit root tests
Eroglu, Burak Alparslan, Gögebakan, Kemal Çaglar, Trokic, Mirza
Published in Economics letters (01.06.2018)
Published in Economics letters (01.06.2018)
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Journal Article
Non-parametric seasonal unit root tests under periodic non-stationary volatility
Gög̃ebakan, Kemal Çag̃lar, Eroglu, Burak Alparslan
Published in Computational statistics (01.11.2022)
Published in Computational statistics (01.11.2022)
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Journal Article
Time-Varying Cointegration and the Kalman Filter
Burak Alparslan Eroglu, Miller, J Isaac, Yigit, Taner
Published in IDEAS Working Paper Series from RePEc (01.01.2019)
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Published in IDEAS Working Paper Series from RePEc (01.01.2019)
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