The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
| Year of publication: |
2006
|
|---|---|
| Authors: | Corradi, Valentina ; Swanson, Norman R. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 132.2006, 1, p. 195-229
|
| Publisher: |
Elsevier |