On the sensitivity of unit root inference to nonlinear data transformations (Q1128780)

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scientific article; zbMATH DE number 1190005
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On the sensitivity of unit root inference to nonlinear data transformations
scientific article; zbMATH DE number 1190005

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    On the sensitivity of unit root inference to nonlinear data transformations (English)
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    13 August 1998
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    unit roots
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    logarithmic transformation
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    Bayesian inference
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