Bubble testing under polynomial trends
Year of publication: |
2023
|
---|---|
Authors: | Wang, Xiaohu ; Yu, Jun |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 26.2023, 1, p. 25-44
|
Subject: | Autoregressive regressions | right-tailed unit root test | mildly explosive processes | polynomial trends | coefficient-based statistic | t statistic | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Spekulationsblase | Bubbles | Statistischer Test | Statistical test | Statistische Methode | Statistical method |
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