Tests for an end-of-sample bubble in financial time series
Year of publication: |
2017
|
---|---|
Authors: | Astill, Sam ; Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 6/9, p. 651-666
|
Subject: | Explosive autoregression | rational bubble | right-tailed unit root testing | sub-sampling | Spekulationsblase | Bubbles | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory | Schätzung | Estimation | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test |
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