On the asymptotic behavior of bubble date estimators (Q6135352)
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scientific article; zbMATH DE number 7731482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic behavior of bubble date estimators |
scientific article; zbMATH DE number 7731482 |
Statements
On the asymptotic behavior of bubble date estimators (English)
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24 August 2023
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change points
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explosive autoregression
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mildly explosive
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mildly integrated
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rational bubble
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right-tailed unit root testing
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time-varying volatility
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