Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736)
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scientific article; zbMATH DE number 5362854
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| English | Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results |
scientific article; zbMATH DE number 5362854 |
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Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (English)
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6 November 2008
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time series econometrics
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testing
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non-stationary bilinear processes
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0.8659605
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0.8630175
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0.86261004
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