A simple procedure for detecting periodically collapsing rational bubbles

DOI10.1016/S0165-1765(01)00456-6zbMath0988.91061MaRDI QIDQ5941401

Fabio Spagnolo, Zacharias Psaradakis, Martin Sola

Publication date: 20 August 2001

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

rational bubblesstochastic unit roottime-varying coefficients

Mathematics Subject Classification ID

Related Items (1)

Random autoregressive models: A structured overview

Cites Work

• Unnamed Item
• An introduction to stochastic unit-root processes
• Testing a time series for difference stationarity
• Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?

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