Title of article
Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
Author/Authors
Wojciech W. Charemza، نويسنده , , Mikhail Lifshits، نويسنده , , Svetlana Makarova، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
34
From page
63
To page
96
Keywords
Time series econometrics , Non-stationary bilinear processes , Testing
Journal title
Journal of Economic Dynamics and Control
Serial Year
2005
Journal title
Journal of Economic Dynamics and Control
Record number
238793
Link To Document