The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635)
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scientific article; zbMATH DE number 6591647
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| English | The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test |
scientific article; zbMATH DE number 6591647 |
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The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (English)
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10 June 2016
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common cycles
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common trends
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nonlinear transformation
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nonstationarity
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randomized procedure
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0.8085708618164062
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0.8085708618164062
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0.8032137751579285
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0.7860901951789856
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0.7845109105110168
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