Identification of Non-linearity in Economic Time Series
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References listed on IDEAS
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- Leybourne, S J & McCabe, B P M & Tremayne, A R, 1996. "Can Economic Time Series Be Differenced to Stationarity?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(4), pages 435-446, October.
- Taylor, A.M.R. & van Dijk, D.J.C., 1999. "Testing for Stochastic Unit Roots - Some Monte Carlo evidence," Econometric Institute Research Papers EI 9922-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Granger, Clive W. J. & Swanson, Norman R., 1997.
"An introduction to stochastic unit-root processes,"
Journal of Econometrics,
Elsevier, vol. 80(1), pages 35-62, September.
- Granger, E.J. & Swanson, N.R., 1996. "An introduction to stochastic Unit Root Processes," Papers 4-96-3, Pennsylvania State - Department of Economics.
- Hansen, Bruce E., 1992. "Heteroskedastic cointegration," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 139-158. Full references (including those not matched with items on IDEAS)
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