Testing the nominal-to-real transformation

Journal of Econometrics

Volumn 124, Issue 2, 2005, Pages 205-225

  Kongsted, Hans Christian ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Cointegration; I(2); Monte Carlo experiment; Price homogeneity; Stochastic trend

Indexed keywords

COSTS; INTEGRATION; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; MONTE CARLO METHODS; PERSONNEL; POLYNOMIALS; STATISTICAL METHODS; VECTOR QUANTIZATION;

COINTEGRATION; DATA TRANSFORMATIONS; PRICE HOMOGENITY; STOCHASTIC TREND;

DATA REDUCTION;

EID: 9644307874     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2004.02.016     Document Type: Article

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