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

Wojciech Charemza (), M. Lifshits and Svetlana Makarova ()

No 251, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Time series econometrics; financial makrets; testing (search for similar items in EconPapers)
JEL-codes: C12 C22 G15 (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-ecm and nep-ets
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Journal Article: Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (2005) Downloads
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