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Identification of Non-linearity in Economic Time Series

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  • Magdalena Osinska
  • Joanna Górka

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  • Magdalena Osinska & Joanna Górka, 2006. "Identification of Non-linearity in Economic Time Series," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 83-92.
  • Handle: RePEc:cpn:umkdem:v:7:y:2006:p:83-92
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    File URL: http://www.dem.umk.pl/dem/archiwa/v7/08_Osinska_Gorka_neww.pdf
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. 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.
    4. Hansen, Bruce E., 1992. "Heteroskedastic cointegration," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 139-158.
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