Data transformation and forecasting in models with unit roots and cointegration

Annals of Economics and Finance

Volumn 2, Issue 1, 2001, Pages 56-76

  Chao, John C ^a   Corradi, Valentina ^b   Swanson, Norman R ^c  

^a UNIVERSITY OF MARYLAND   (United States)

^b UNIVERSITY OF EXETER   (United Kingdom)

^c TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Cointegratedness; Integratedness; Nonlinear transformation

Indexed keywords

EID: 29144456197     PISSN: 15297373     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (16)

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