Specification sensitivities in the Markov-switching unit root test for bubbles
Year of publication: |
2013
|
---|---|
Authors: | Shi, Shu-Ping |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 45.2013, 2, p. 697-713
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Rational bubble | Markov-switching unit root test | Error variance | Independent Markov-switching bubble process |
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