The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2005.01.028
@@ Property / DOI: 10.1016/j.jeconom.2005.01.028 / rank @@
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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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+M07
@@ Property / Mathematics Subject Classification ID: 62M07 / rank @@
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+6591647
@@ Property / zbMATH DE Number: 6591647 / rank @@
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@@ Property / zbMATH Keywords @@
+common cycles
@@ Property / zbMATH Keywords: common cycles / rank @@
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@@ Property / zbMATH Keywords @@
+common trends
@@ Property / zbMATH Keywords: common trends / rank @@
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@@ Property / zbMATH Keywords @@
+nonlinear transformation
@@ Property / zbMATH Keywords: nonlinear transformation / rank @@
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@@ Property / zbMATH Keywords @@
+nonstationarity
@@ Property / zbMATH Keywords: nonstationarity / rank @@
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@@ Property / zbMATH Keywords @@
+randomized procedure
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+W3125417980
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@@ Property / cites work @@
+Testing multiple equation systems for common nonlinear components
+Normal rank
@@ Property / cites work @@
+An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
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@@ Property / cites work @@
+An Analysis of Transformations Revisited
@@ Property / cites work: An Analysis of Transformations Revisited / rank @@
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+Forecasting Economic Time Series
@@ Property / cites work: Forecasting Economic Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION
+Normal rank
@@ Property / cites work @@
+A consistent test for nonlinear out of sample predictive accuracy.
+Normal rank
@@ Property / cites work @@
+Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
+Normal rank
@@ Property / cites work @@
+On non-contemporaneous short-run co-movements
@@ Property / cites work: On non-contemporaneous short-run co-movements / rank @@
+Normal rank
@@ Property / cites work @@
+Q5229999
@@ Property / cites work: Q5229999 / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting power-transformed time series data
@@ Property / cites work: Forecasting power-transformed time series data / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
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+Exact tests for structural change in first-order dynamic models
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@@ Property / cites work @@
+On strong invariance principles under dependence assumptions
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+On the sensitivity of unit root inference to nonlinear data transformations
+Normal rank
@@ Property / cites work @@
+Testing for Unit Roots and Non-linear Transformations
+Normal rank
@@ Property / cites work @@
+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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@@ Property / cites work @@
+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
@@ Property / cites work: TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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@@ Property / cites work @@
+Tests of Linear and Logarithmic Transformations for Integrated Processes
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@@ Property / cites work @@
+ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS  FOR LINEAR AND LOGLINEAR REGRESSION MODELS
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@@ Property / cites work @@
+Testing for unit roots in the context of misspecified logarithmic random walks.
+Normal rank
@@ Property / cites work @@
+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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@@ Property / cites work @@
+Modified Wald tests under nonregular conditions
@@ Property / cites work: Modified Wald tests under nonregular conditions / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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@@ Property / cites work @@
+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
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@@ Property / cites work @@
+ON QUESTIONS RAISED BY THE COMBINATION OF TESTS BASED ON DISCONTINUOUS DISTRIBUTIONS
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@@ Property / cites work @@
+Testing for Common Trends
@@ Property / cites work: Testing for Common Trends / rank @@
+Normal rank
@@ Property / cites work @@
+The importance of common cyclical features in VAR analysis: A Monte-Carlo study.
+Normal rank
@@ Property / cites work @@
+Modeling Multiple Regimes in the Business Cycle
@@ Property / cites work: Modeling Multiple Regimes in the Business Cycle / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2005.01.028
@@ Property / DOI: 10.1016/J.JECONOM.2005.01.028 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:291635