Maximum likelihood estimation of a unit root bilinear model with an application to prices
Year of publication: |
2005
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Other Persons: | Hristova, Daniela (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 9.2005, 1, p. 1-13
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Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zustandsraummodell | State space model | Einheitswurzeltest | Unit root test | Preis | Price | Entwicklungsländer | Developing countries |
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