Corradi, Valentina (contributor); … - 2003 - [Elektronische Ressource], Rev
concerning whether the series being examined is I(0) or I(1), so that a sort of circular testing problem exists. In this paper … circular testing problem that arises when choosing data transformation and order of integratedness. In particular, we propose a … the presence of deterministic and/or stochastic trends. Second, we note that even if pre-testing is not undertaken to …