Testing for Unit Roots and Non-Linear Transformations

This file is part of IDEAS, which uses RePEc data

Testing for Unit Roots and Non-Linear Transformations

Author Info

Franses, P.H.
McAleer, M.

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Erasmus University of Rotterdam - Econometric Institute in its series Papers with number 9507/a.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length: 19 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:fth:erroem:9507/a

Contact details of provider:
Postal: ERASMUS UNIVERSITY OF ROTTERDAM, ECONOMETRIC INSTITUTE, ROTTERDAM P.O. BOX 1738 THE NETHERLANDS.
Phone: 010 - 40 81278
Fax: 010 - 40 89162
Web page: http://www.econometric-institute.org/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).

Other versions of this item:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Valentina Corradi & Norman R. Swanson, 2003. "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers 200322, Rutgers University, Department of Economics. [Downloadable!]
Other versions:
- Corradi, Valentina & Swanson, Norman R., 2006. "The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test," Journal of Econometrics, Elsevier, vol. 132(1), pages 195-229, May. [Downloadable!] (restricted)
Felipe M. Aparicio Acosta, 2003. "On The Record Properties Of Integrated Time Series," Statistics and Econometrics Working Papers ws036414, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Mark J. Holmes, 2005. "New evidence on long-run output convergence among Latin American countries," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 299-219, November. [Downloadable!]
J. Breitung & C. Gouriéroux, . "Rank Tests for Unit Roots," Sonderforschungsbereich 373 1996-9, Humboldt Universitaet Berlin.
Other versions:
- Breitung, J. & Gourieroux, C., 1996. "Rank Tests for Unit Roots," Papers 9642, Institut National de la Statistique et des Etudes Economiques-.
- Breitung, Jorg & Gourieroux, Christian, 1997. "Rank tests for unit roots," Journal of Econometrics, Elsevier, vol. 81(1), pages 7-27, November. [Downloadable!] (restricted)

Statistics

Access and download statistics

Did you know? Apart from a small start up grant in the 1990's, RePEc has received no funding and lives on the help of volunteers.

This page was last updated on 2008-9-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.