Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results

Wojciech Charemza (), Mikhail Lifshits and Svetlana Makarova ()

Journal of Economic Dynamics and Control, 2005, vol. 29, issue 1-2, pages 63-96

Date: 2005
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Working Paper: Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (2002)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:dyncon:v:29:y:2005:i:1-2:p:63-96

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