Testing for collapsing bubbles : an endogenous switching ADF test
Year of publication: |
1993
|
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Authors: | Hall, Stephen G. ; Sola, Martin |
Publisher: |
London |
Subject: | Theorie | Theory | Spekulationsblase | Bubbles | Statistischer Test | Statistical test | Schätzung | Estimation | Einheitswurzeltest | Unit root test |
Extent: | 28 S graph. Darst |
---|---|
Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 15-93 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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