On the sensitivity of unit root inference to nonlinear data transformations

Economics Letters

Volumn 59, Issue 1, 1998, Pages 7-15

  Franses, Philip Hans ^a   Koop, Gary ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Bayesian inference; C22; Logarithmic transformation; Unit roots

Indexed keywords

EID: 0032398536     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00014-7     Document Type: Article

References (16)

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