Pages that link to "Item:Q5218427"
From MaRDI portal
The following pages link to SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (Q5218427):
Displaying 4 items.
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- Testing for explosive bubbles in the presence of non-Gaussian conditions (Q6117821) (← links)
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)