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Testing the Box-Cox Parameter in an Integrated Process

https://doi.org/10.2139/ssrn.1469098
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1 of 19 checkable references need attention · checked 2026-08-28

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.2307/2287831
The 18 checked references that resolve
resolves10.1016/S1059-0560(99)00004-0
Mean reversion and volatility of short-term London Interbank Offer Rates
resolves10.1111/j.2517-6161.1964.tb00553.x
An Analysis of Transformations
resolves10.2307/2331388
Another Look at Models of the Short-Term Interest Rate
resolves10.21314/jor.1998.004
The elasticity of interest rate volatility: Chan, Karolyi, Longstaff, and Sanders revisited
resolves10.1111/j.1540-6261.1992.tb04011.x
An Empirical Comparison of Alternative Models of the Short‐Term Interest Rate
resolves10.2307/1911242
A Theory of the Term Structure of Interest Rates
resolves10.1080/01621459.1979.10482531
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
resolves10.1016/0165-1765(80)90024-5
Efficient tests for normality, homoscedasticity and serial independence of regression residuals
resolves10.1080/01621459.1999.10474191
Tests of Linear and Logarithmic Transformations for Integrated Processes
resolves10.1023/a:1009714314989
The Dynamics of Short-Term Interest Rate Volatility Reconsidered
resolves10.1017/s0266466605050140
AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
resolves10.1080/07474930701853509
Realized Volatility: A Review
resolves10.1017/s0266466699153015
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
resolves10.1111/1468-0262.00180
Nonlinear Regressions with Integrated Time Series
resolves10.2307/2171753
Instrumental Variables Regression with Weak Instruments
resolves10.1111/1467-629x.00084
On the robustness of short–term interest rate models
resolves10.1016/0304-405x(77)90016-2
An equilibrium characterization of the term structure
resolves10.1111/1368-423x.00063
A Gaussian approach for continuous time models of the short-term interest rate
The 1 reference without a DOI — listed, not checked
no DOI — not checkedref16
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