Pages that link to "Item:Q953736"
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The following pages link to Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736):
Displaying 3 items.
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)