Detecting periodically collapsing bubbles : a Markov-switching unit root test
Stephen G. Hall, Zacharias Psaradakis and Martin Sola
| Year of publication: |
1999
|
|---|---|
| Authors: | Hall, Stephen G. ; Psaradakis, Zacharias G. ; Sola, Martin |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 14.1999, 2, p. 143-154
|
| Subject: | Zeitreihenanalyse | Time series analysis | Spekulationsblase | Bubbles | Börsenkurs | Share price | Einheitswurzeltest | Unit root test | Theorie | Theory | Geldmenge | Money supply | Verbraucherpreisindex | Consumer price index | Wechselkurs | Exchange rate | Argentinien | Argentina | 1983-1989 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of applied econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001387376