On the Sensitivity of Unit Root Inference to Nonlinear Data Transformations
Year of publication: |
1996
|
---|---|
Authors: | Franses, P.H. ; Koop, G. |
Institutions: | Econometrisch Instituut, Faculteit der Economische Wetenschappen |
Subject: | UNIT ROOTS | ECONOMETRICS |
-
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Koop, Gary, (2010)
-
Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test.
Mouchart, M., (1998)
-
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
Johansen, Søren, (2013)
- More ...
-
Testing for ARCH in the Presence of Additive Outliners
Van Dijk, D., (1996)
-
Are Many Current Seasonally Adjusted Data Downward Biased?
Franses, P.H., (1997)
-
Cointegration in Multivariate Periodic Time Series Models.
Franses, P.H., (1997)
- More ...