Rational bubbles. A test

DOI10.1016/0165-1889(93)90017-MzbMath0786.90011OpenAlexW3124748466MaRDI QIDQ690172

Roger Craine

Publication date: 20 December 1993

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(93)90017-m

zbMATH Keywords

asset pricingrational bubblesequity markets

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Related Items (2)

Asset prices and the fundamentals: a Q test ⋮ Testing for a rational bubble under long memory

Cites Work

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• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Modelling the persistence of conditional variances
• Testing for a unit root in time series regression
• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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