Pages that link to "Item:Q3838312"

The following pages link to Testing for Unit Roots and Non-linear Transformations (Q3838312):

Displaying 9 items.

• The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
• Multivariate linear and nonlinear causality tests (Q609070) (← links)
• On the sensitivity of unit root inference to nonlinear data transformations (Q1128780) (← links)
• An explicit variance formula for the Box--Cox functional form estimator. (Q1607278) (← links)
• On data transformations and evidence of nonlinearity. (Q1614844) (← links)
• Inference on transformed stationary time series (Q2628839) (← links)
• Time-Series Forecast Jointly Allowing the Unit-Root Detection and the Box–Cox Transformation (Q5481628) (← links)
• Specification search in nonlinear time-series models using the genetic algorithm. (Q5958232) (← links)
• Testing for unit roots in the context of misspecified logarithmic random walks. (Q5958523) (← links)