Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
Year of publication: |
2005
|
---|---|
Authors: | Charemza, Wojciech W. ; Lifshits, Mikhail ; Makarova, Svetlana |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 29.2005, 1-2, p. 63-96
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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