Stochastic and deterministic unit root models: problem of dominance
Year of publication: |
2005-11-11
|
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Authors: | Makarova, Svetlana ; Charemza, Wojciech |
Institutions: | Society for Computational Economics - SCE |
Subject: | REGULAR Unit root bilinearity | nonlinear time series models | structural breaks |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2005 Number 190 |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; G15 - International Financial Markets |
Source: |
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