Pages that link to "Item:Q4864577"
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The following pages link to NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION (Q4864577):
Displayed 7 items.
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- On the sensitivity of unit root inference to nonlinear data transformations (Q1128780) (← links)
- On the memory of products of long range dependent time series (Q1672905) (← links)
- Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT (Q2909253) (← links)
- Testing for unit roots in the context of misspecified logarithmic random walks. (Q5958523) (← links)