The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
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Cited in
(15)- Testing the nominal-to-real transformation
- Testing for Unit Roots and Non-linear Transformations
- Nonparametric nonstationarity tests
- Forecast dominance testing via sign randomization
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- Testing for randomness in a random coefficient autoregression model
- Online change-point detection for matrix-valued time series with latent two-way factor structure
- Sequential testing for structural stability in approximate factor models
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- One-way or two-way factor model for matrix sequences?
- A diagnostic criterion for approximate factor structure
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