Pages that link to "Item:Q3118265"

The following pages link to Dating the timeline of financial bubbles during the subprime crisis (Q3118265):

Displaying 50 items.

• Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
• Double asymptotics for explosive continuous time models (Q284296) (← links)
• Statistical inference in a random coefficient panel model (Q284298) (← links)
• A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
• When bubbles burst: econometric tests based on structural breaks (Q379933) (← links)
• Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
• Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (Q1695668) (← links)
• Finite time identification in unstable linear systems (Q1716481) (← links)
• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• Mildly explosive dynamics in U.S. fixed income markets (Q2023952) (← links)
• A time-varying parameter model for local explosions (Q2116324) (← links)
• The drift burst hypothesis (Q2116347) (← links)
• A note on effects of rational bubble on portfolios (Q2148163) (← links)
• Volatility estimation and jump detection for drift-diffusion processes (Q2190225) (← links)
• Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
• Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
• Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
• Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
• Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
• Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
• Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices (Q3192406) (← links)
• FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (Q4569582) (← links)
• STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
• Macroeconomic impacts on commodity prices: China vs. the United States (Q5001145) (← links)
• Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158) (← links)
• UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
• SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
• Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
• (Q5143368) (← links)
• NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
• On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341) (← links)
• INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS (Q5403111) (← links)
• TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
• TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS (Q5744882) (← links)
• Asymptotic properties of bubble monitoring tests (Q5860992) (← links)
• In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
• Limit Theory for VARs with Mixed Roots Near Unity (Q5863571) (← links)
• ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
• A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK (Q6042900) (← links)
• Rational bubbles: too many to be true? (Q6111430) (← links)
• Price bubbles in Beijing carbon market and environmental policy announcement (Q6116458) (← links)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
• Tempered functional time series (Q6135345) (← links)
• Why topological data analysis detects financial bubbles? (Q6144157) (← links)
• Testing for explosive bubbles: a review (Q6160719) (← links)
• Bayesian log-periodic model for financial crashes (Q6176868) (← links)
• Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)