On data transformations and evidence of nonlinearity.

DOI10.1016/S0167-9473(02)00054-3MaRDI QIDQ1614844zbMATH OpenFDO

Authors Philip Hans Franses, Paul T. De Bruin

Publication date 9 September 2002

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Box-Cox transformationNonlinearity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 1168350 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
• On data transformations and evidence of nonlinearity.
• On the sensitivity of unit root inference to nonlinear data transformations
• Specification, estimation, and evaluation of smooth transition autoregressive models
• Testing for Unit Roots and Non-linear Transformations

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