A review of Phillips-type right-tailed unit root bubble detection tests
Year of publication: |
2023
|
---|---|
Authors: | Hu, Yang |
Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-6419, ZDB-ID 2006451-2. - Vol. 37.2023, 1, p. 141-158
|
Subject: | bubbles | generalized sup ADF test | right-tailed unit root | Theorie | Theory | Spekulationsblase | Bubbles | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
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