Rational bubbles in G-7 countries : an empirical note based on the ADL test for threshold cointegration
Year of publication: |
September 2016
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Authors: | Chou, Ming Che ; Chang, Tsangyao |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 15.2016, 9, p. 921-931
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Subject: | Rational bubbles | G-7 countries | ADL test | Threshold cointegration | Kointegration | Cointegration | Spekulationsblase | Bubbles | G7-Staaten | G7 countries | Schätzung | Estimation | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation |
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