Pages that link to "Item:Q5744882"
From MaRDI portal
The following pages link to TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS (Q5744882):
Displaying 42 items.
- Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
- Double asymptotics for explosive continuous time models (Q284296) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Limit theory for explosive autoregression under conditional heteroskedasticity (Q1642735) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Limit theory for mildly integrated process with intercept (Q1787286) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← 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)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
- Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices (Q3192406) (← links)
- Real‐Time Monitoring for Explosive Financial Bubbles (Q4556515) (← links)
- FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (Q4569582) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- Asymptotic Behavior of Delay Times of Bubble Monitoring Tests (Q4997700) (← 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)
- Bubble detection and sector trading in real time (Q5234289) (← links)
- TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
- Asymptotic properties of bubble monitoring tests (Q5860992) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- A two-step machine learning approach to predict S&P 500 bubbles (Q5861221) (← links)
- Limit Theory for VARs with Mixed Roots Near Unity (Q5863571) (← links)
- ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
- Rational bubbles: too many to be true? (Q6111430) (← links)
- Price bubbles in Beijing carbon market and environmental policy announcement (Q6116458) (← links)
- Testing for explosive bubbles in the presence of non-Gaussian conditions (Q6117821) (← links)
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
- On the asymptotic behavior of bubble date estimators (Q6135352) (← links)
- Why topological data analysis detects financial bubbles? (Q6144157) (← links)
- Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19 (Q6148794) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)
- Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)
- Identifying common and idiosyncratic explosive behaviors in the large dimensional factor model with an application to U.S. state-level house prices (Q6561134) (← links)
- A Unified Inference for Predictive Quantile Regression (Q6567947) (← links)
- A study on asset price bubble dynamics: explosive trend or quadratic variation? (Q6587737) (← links)
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)
