Nonlinearity and Smooth Breaks in Unit Root Testing

We develop unit root tests that allow under the alternative hypothesis for a smooth transition between deterministic linear trends, around which stationary asymmetric adjustment may occur by employing exponential smooth transition auto-regressive (ESTAR) models The small sample properties of the newly developed test are briefly investigated and an application for investigating the PPP hypothesis for Argentina is provided.
Econometrics Letters


Inference in multivariate linear regression models with elliptically distributed errors
İslam, Muhammed Qamarul; Yazici, Mehmet (2014-08-01)
In this study we investigate the problem of estimation and testing of hypotheses in multivariate linear regression models when the errors involved are assumed to be non-normally distributed. We consider the class of heavy-tailed distributions for this purpose. Although our method is applicable for any distribution in this class, we take the multivariate t-distribution for illustration. This distribution has applications in many fields of applied research such as Economics, Business, and Finance. For estimat...
Gurbuz, Merve; Tezer, Münevver (2019-01-01)
In this study, the radial basis function (RBF) approximation is applied for solving the unsteady fluid flow and magnetohydrodynamic (MHD) convection flow problems with the use of explicit Euler time discretization and relaxation parameters to accelerate the convergence. The stability analysis is also carried out in terms of the spectral radius of related RBF discretized coefficient matrices. The optimal choices of the time increment, relaxation parameters and physical problem parameters are found for achiev...
Numerical modelling of wave-structure interaction problems through cfd methods
Güler, Hasan Gökhan; Yalçıner, Ahmet Cevdet; Department of Civil Engineering (2020)
The major focus of this study is the computational fluid dynamics (CFD) modelling of wave-structure interaction problems. In the first part of this study, the performance of Haydarpaşa Breakwater under tsunami attack is assessed both experimentally and numerically. It is concluded that the major failure mechanism of this breakwater is the sliding of the crown-wall, and the stability of the stones located at the harbour side is also significant. Design recommendations are given based on the stability of the ...
Fault detection and diagnosis in nonlinear dynamical systems
Kılıç, Erdal; Leblebicioğlu, Mehmet Kemal; Department of Electrical and Electronics Engineering (2005)
The aim of this study is to solve Fault Detection and Diagnosis (FDD) problems occurring in nonlinear dynamical systems by using model and knowledge-based FDD methods and to give a priority and a degree about faults. For this purpose, three model-based FDD approaches, called FDD by utilizing principal component analysis (PCA), system identification based FDD and inverse model based FDD are introduced. Performances of these approaches are tested on different nonlinear dynamical systems starting from simple t...
Numerical Aspects of POD-Based Reduced-Order Modeling forDarcy-Brinkman Equations
Güler Eroğlu, Fatma; Kaya Merdan, Songül (2018-10-21)
We propose, analyze and test a reduced order modelling with proper orthogonal decomposition (POD) method for the modeling to flows governed by double diffusive convection, which models flow driven by two potentials with different rates of diffusion. We present a theoretical analysis of the method and give results for various numerical tests on benchmark problems that will demonstrate both the theory and the effectiveness of the proposed method.
Citation Formats
T. Omay and D. Yıldırım Kasap, “Nonlinearity and Smooth Breaks in Unit Root Testing,” Econometrics Letters, vol. 1, no. 1, pp. 1–8, 2014, Accessed: 00, 2021. [Online]. Available: