Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Charemza W.W. ; Lifshits, M. ; Makarova, S. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Time series econometrics | financial makrets | testing |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 251 |
| Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; G15 - International Financial Markets |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005706574