NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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Publication:5753413
DOI10.1111/j.1467-9892.1991.tb00078.xzbMath0721.62088OpenAlexW2156015490MaRDI QIDQ5753413
Clive W. J. Granger, Jeff Hallman
Publication date: 1991
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00078.x
cointegrationautocorrelationsunit root testsintegrated processesDickey-Fuller statisticseffects of nonlinear transformationsinvariant to monotone data transformations
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