Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices
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DOI: 10.2202/1558-3708.1199
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References listed on IDEAS
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"Bayesian inference and forecasting in the stationary bilinear model,"
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- 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..
- Daiki Maki, 2013. "Detecting cointegration relationships under nonlinear models: Monte Carlo analysis and some applications," Empirical Economics, Springer, vol. 45(1), pages 605-625, August.
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