When bubbles burst: econometric tests based on structural breaks
type: Item
instance of: scholarly article
title: When bubbles burst: econometric tests based on structural breaks
zbMATH Open document ID: 1416.62655
author: Jörg Breitung
author: Robinson Kruse
published in: Statistical Papers
publication date: 2013-11-11T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62L10
zbMATH DE Number: 6224844
zbMATH Keywords: speculative bubbles
zbMATH Keywords: structural breaks
zbMATH Keywords: mildly explosive processes
zbMATH Keywords: monitoring
MaRDI profile type: Publication
full work available at URL: s00362-012-0497-3
OpenAlex ID: W1985524401
cites work: LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
cites work: Monitoring Structural Change
cites work: Testing for a rational bubble under long memory
cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
cites work: Limit theory for moderate deviations from a unit root
cites work: Dating the timeline of financial bubbles during the subprime crisis
cites work: The Cusum Test with Ols Residuals
DOI: 10.1007/S00362-012-0497-3
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description: scientific article; zbMATH DE number 6224844