A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test
| Year of publication: |
2008
|
|---|---|
| Authors: | Francq, Christian ; Makarova, Svetlana ; Zakoi[diaeresis]an, Jean-Michel |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 142.2008, 1, p. 312-326
|
| Publisher: |
Elsevier |