The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test

Valentina Corradi and Norman Swanson ()

Journal of Econometrics, 2006, vol. 132, issue 1, 195-229

Date: 2006
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Working Paper: The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:132:y:2006:i:1:p:195-229

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