Pages that link to "Item:Q379933"
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The following pages link to When bubbles burst: econometric tests based on structural breaks (Q379933):
Displaying 10 items.
- The consistency for the estimator of nonparametric regression model based on martingale difference errors (Q284200) (← links)
- Are there speculative bubbles in stock markets? Evidence from an alternative approach (Q660062) (← links)
- A simple test for a bubble based on growth and acceleration (Q1659108) (← links)
- Regression discontinuity: review with extensions (Q1685300) (← links)
- Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (Q1695668) (← links)
- Do 18th century `bubbles' survive the scrutiny of 21st century time series econometrics? (Q1787251) (← links)
- Real‐Time Monitoring for Explosive Financial Bubbles (Q4556515) (← links)
- SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (Q5218427) (← links)
- TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)