Pages that link to "Item:Q4864577"

The following pages link to NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION (Q4864577):

Displaying 11 items.

• The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
• On the sensitivity of unit root inference to nonlinear data transformations (Q1128780) (← links)
• On data transformations and evidence of nonlinearity. (Q1614844) (← links)
• On the memory of products of long range dependent time series (Q1672905) (← links)
• Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
• Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
• Sums of exponentials of random walks with drift (Q2909253) (← links)
• ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” (Q4653564) (← links)
• NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (Q5753413) (← links)
• Common large innovations across nonlinear time series (Q5881691) (← links)
• Testing for unit roots in the context of misspecified logarithmic random walks. (Q5958523) (← links)