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

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+Testing multiple equation systems for common nonlinear components
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+An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
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+An Analysis of Transformations Revisited
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+Forecasting Economic Time Series
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+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION
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+A consistent test for nonlinear out of sample predictive accuracy.
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+Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
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+On non-contemporaneous short-run co-movements
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+Forecasting power-transformed time series data
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Exact tests for structural change in first-order dynamic models
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+On strong invariance principles under dependence assumptions
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+On the sensitivity of unit root inference to nonlinear data transformations
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+Testing for Unit Roots and Non-linear Transformations
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+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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+Q4840212
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Q4002114
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+Tests of Linear and Logarithmic Transformations for Integrated Processes
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+ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS  FOR LINEAR AND LOGLINEAR REGRESSION MODELS
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+Testing for unit roots in the context of misspecified logarithmic random walks.
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+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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+Modified Wald tests under nonregular conditions
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Nonlinear Regressions with Integrated Time Series
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+ON QUESTIONS RAISED BY THE COMBINATION OF TESTS BASED ON DISCONTINUOUS DISTRIBUTIONS
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+Testing for Common Trends
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+The importance of common cyclical features in VAR analysis: A Monte-Carlo study.
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+Modeling Multiple Regimes in the Business Cycle
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