A non-nested test of level-differenced versus log-differenced stationary models  

Authors: Bahram Pesaran ^a; M. Hashem Pesaran ^b

Affiliations:	a Bank of England, University of East London,
	b Trinity College, Cambridge

DOI: 10.1080/07474939508800316

Publication Frequency: 6 issues per year

Published in: Econometric Reviews, Volume 14, Issue 2 1995 , pages 213 - 227

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

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