Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results |
scientific article |
Statements
Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (English)
0 references
6 November 2008
0 references
time series econometrics
0 references
testing
0 references
non-stationary bilinear processes
0 references
0 references
