On the sensitivity of unit root inference to nonlinear data transformations (Q1128780)
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scientific article; zbMATH DE number 1190005
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| English | On the sensitivity of unit root inference to nonlinear data transformations |
scientific article; zbMATH DE number 1190005 |
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On the sensitivity of unit root inference to nonlinear data transformations (English)
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13 August 1998
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unit roots
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logarithmic transformation
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Bayesian inference
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0.869394838809967
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0.8097389936447144
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0.7923226356506348
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