On data transformations and evidence of nonlinearity.
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Publication:1614844
DOI10.1016/S0167-9473(02)00054-3zbMath1180.62004MaRDI QIDQ1614844
Philip Hans Franses, Paul T. De Bruin
Publication date: 9 September 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
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- On the sensitivity of unit root inference to nonlinear data transformations
- On data transformations and evidence of nonlinearity.
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