The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:08, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test |
scientific article |
Statements
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (English)
0 references
10 June 2016
0 references
common cycles
0 references
common trends
0 references
nonlinear transformation
0 references
nonstationarity
0 references
randomized procedure
0 references
