On the sensitivity of unit root inference to nonlinear data transformations
type: Item
instance of: scholarly article
title: On the sensitivity of unit root inference to nonlinear data transformations
zbMATH Open document ID: 0906.90034
DOI: 10.1016/S0165-1765(98)00014-7
author: Philip Hans Franses
author: Gary Koop
published in: Economics Letters
publication date: 1998-08-13T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1190005
zbMATH Keywords: unit roots
zbMATH Keywords: logarithmic transformation
zbMATH Keywords: Bayesian inference
MaRDI profile type: Publication
cites work: Q5538617
cites work: Q3214142
cites work: NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Testing for Unit Roots and Non-linear Transformations
cites work: NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
cites work: Nonlinear stochastic trends
cites work: Transformations to Symmetry and Homoscedasticity
cites work: Q5659019
Wikidata QID: Q127658596
full work available at URL: s0165-1765(98)00014-7
OpenAlex ID: W1992270360
description: scientific article; zbMATH DE number 1190005