Testing for Unit Roots and Non-linear Transformations
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Recommendations
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Cited in
(14)- On the sensitivity of unit root inference to nonlinear data transformations
- An explicit variance formula for the Box--Cox functional form estimator.
- On data transformations and evidence of nonlinearity.
- Testing the nominal-to-real transformation
- Inference on transformed stationary time series
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
- Some properties of exact tests for unit roots
- Tests of Linear and Logarithmic Transformations for Integrated Processes
- scientific article; zbMATH DE number 6951434 (Why is no real title available?)
- scientific article; zbMATH DE number 1910685 (Why is no real title available?)
- Time-Series Forecast Jointly Allowing the Unit-Root Detection and the Box–Cox Transformation
- Specification search in nonlinear time-series models using the genetic algorithm.
- Testing for unit roots in the context of misspecified logarithmic random walks.
- Multivariate linear and nonlinear causality tests
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