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
Formats available:
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(English)
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