Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
| Year of publication: |
2005
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|---|---|
| Authors: | Charemza, Wojciech W. ; Lifshits, Mikhail ; Makarova, Svetlana |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 29.2005, 1, p. 63-96
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