A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test

Christian Francq, Svetlana Makarova, Jean-Michel Zakoïan

Open source

DOI
10.1016/j.jeconom.2007.04.003
Published
2007-11-22
Container
Econometrics
Publisher
Not recorded
Open access
yes

Credibility signals

limited evidence Score 45/100 under policy 1.0.0. This is a metadata assessment, not a judgment of the paper's conclusions.

Show all credibility signals

Cite this work

BibTeX

@article{allodium:10.1016/j.jeconom.2007.04.003,
  title = {A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test},
  author = {Christian Francq and Svetlana Makarova and Jean-Michel Zakoïan},
  year = {2007},
  journal = {Econometrics},
  doi = {10.1016/j.jeconom.2007.04.003},
  url = {https://doi.org/10.1016/j.jeconom.2007.04.003}
}

RIS

TY  - JOUR
TI  - A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test
AU  - Christian Francq
AU  - Svetlana Makarova
AU  - Jean-Michel Zakoïan
PY  - 2007
JO  - Econometrics
DO  - 10.1016/j.jeconom.2007.04.003
UR  - https://doi.org/10.1016/j.jeconom.2007.04.003
ER  - 

APA

Francq, C., Makarova, S., & Zakoïan, J. (2007). A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test. Econometrics. https://doi.org/10.1016/j.jeconom.2007.04.003

Source records