Potential problems in estimating bilinear time-series models
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- Won Kyung Kim & L. Billard & I. V. Basawa, 1990. "Estimation For The First‐Order Diagonal Bilinear Time Series Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 11(3), pages 215-229, May.
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- Roberto Leon-Gonzalez & Fuyu Yang, 2017.
"Bayesian inference and forecasting in the stationary bilinear model,"
Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(20), pages 10327-10347, October.
- Roberto Leon-Gonzalez & Fuyu Yang, 2014. "Bayesian Inference and Forecasting in the Stationary Bilinear Model," University of East Anglia Applied and Financial Economics Working Paper Series 055, School of Economics, University of East Anglia, Norwich, UK..
- Philip Hans Franses, 2019.
"Model‐based forecast adjustment: With an illustration to inflation,"
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- Franses, Ph.H.B.F., 2018. "Model-based forecast adjustment; with an illustration to inflation," Econometric Institute Research Papers EI2018-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Charemza, Wojciech W. & Lifshits, Mikhail & Makarova, Svetlana, 2005.
"Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 63-96, January.
- Charemza W.W. & M. Lifshits & S. Makarova, 2002. "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Computing in Economics and Finance 2002 251, Society for Computational Economics.
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