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~subject:"Commodity Price Bubbles"
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Commodity Price Bubbles
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GSADF test
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Caspi, Itamar
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Gupta, Rangan
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Katzke, Nico
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Date stamping historical oil price bubbles : 1876 - 2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
-
2014
Persistent link: https://www.econbiz.de/10010432200
Saved in:
2
Date stamping historical oil price bubbles: 1876 - 2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
-
Department of Economics, Fakulteit Ekonomiese en …
-
2014
(
GSADF
)
test
procedure suggested by Phillips et al. (2013). The date-stamping strategy used in this paper is effective at …
Persistent link: https://www.econbiz.de/10010934317
Saved in:
3
Date stamping historical oil price bubbles: 1876 - 2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
-
Institut de Préparation à l'Administration et à la …
-
2014
ADF (
GSADF
)
test
procedure suggested by Phillips et al. (2013). The date-stamping strategy used in this paper is effective …
Persistent link: https://www.econbiz.de/10010929424
Saved in:
4
Date Stamping Historical Oil Price Bubbles: 1876-2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
-
Department of Economics, Faculty of Economic and …
-
2014
(
GSADF
)
test
procedure suggested by Phillips et al. (2013). The date-stamping strategy used in this paper is effective at …
Persistent link: https://www.econbiz.de/10010938767
Saved in:
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