Testing for explosive bubbles in the presence of autocorrelated innovations
Thomas Quistgaard Pedersen, Erik Christian Montes Schütte
| Year of publication: |
2020
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|---|---|
| Authors: | Pedersen, Thomas Quistgaard ; Montes Schütte, Erik Christian |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 58.2020, p. 207-225
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| Subject: | GSADF | International housing market | Right-tailed unit root tests | SADF | Sieve bootstrap | Size and power properties | Theorie | Theory | Einheitswurzeltest | Unit root test | Spekulationsblase | Bubbles | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation | Immobilienpreis | Real estate price | Immobilienmarkt | Real estate market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430675