Testing the nominal-to-real transformation

DOI10.1016/j.jeconom.2004.02.016zbMath1337.62221OpenAlexW2016624160MaRDI QIDQ261895

Hans Christian Kongsted

Publication date: 24 March 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://curis.ku.dk/ws/files/32251910/0206.pdf

zbMATH Keywords

Monte Carlo experimentcointegrationI(2)price homogeneitystochastic trend

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07)

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