Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results

Author:

Charemza Wojciech W.,Lifshits Mikhail,Makarova Svetlana

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference37 articles.

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5. Potential problems in estimating bilinear time series models;Brunner;Journal of Economic Dynamics and Control,1995

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