An Investigation of the Effects of Data Transformation on Nonlinearity
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- Li, Yushu & Shukur, Ghazi, 2009.
"Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion,"
Working Paper Series in Economics and Institutions of Innovation
184, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Li, Yushu & Shukur, Ghazi, 2009. "Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion," CAFO Working Papers 2009:6, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
More about this item
KeywordsNonlinearity; Data transformation; Threshold models; Unemployment; Seasonal adjustment; C22; E24; E32;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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