Random coefficient continuous systems : testing for extreme sample path behavior
Year of publication: |
2019
|
---|---|
Authors: | Tao, Yubo ; Phillips, Peter C. B. ; Yu, Jun |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 209.2019, 2, p. 208-237
|
Subject: | Bubble testing | Continuous time models | Explosive path | Extreme behavior | Infill asymptotics | Random coefficient autoregression | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Spekulationsblase | Bubbles | Zeitreihenanalyse | Time series analysis |
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