Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices
Year of publication: |
2005
|
---|---|
Authors: | Hristova, Daniela |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 9.2005, 1, p. 1199-1199
|
Publisher: |
Berkeley Electronic Press |
Subject: | unit root bilinear process | non-linear process | Kalman filter | simulated annealing | prices |
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