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Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping; Hurn, Stan; Phillips, Peter C. B. - In: Journal of financial econometrics 18 (2020) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
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Common bubble detection in large dimensional financial systems
Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - In: Journal of financial econometrics 21 (2023) 4, pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455