Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices
Year of publication: |
2004-08-11
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Authors: | Hristova, Daniela |
Institutions: | Society for Computational Economics - SCE |
Subject: | unit root bilinear process | non-linear process | Kalman filter | Simulated Annealing | prices |
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 2004 Number 47 |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; E31 - Price Level; Inflation; Deflation |
Source: |
-
Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices
Hristova, Daniela, (2007)
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Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices
Hristova, Daniela, (2005)
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Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices
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