Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices
Hristova, DanielaVolume:
9
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1199
Date:
January, 2005
File:
PDF, 287 KB
english, 2005