Narrow search
Showing 1 - 4 of 4
Cover Image
Specification sensitivities in the Markov-switching unit root test for bubbles
Shi, Shu-ping - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 697-713
Persistent link: https://www.econbiz.de/10010188072
Cover Image
Specification sensitivities in right-tailed unit root testing for financial bubbles
Shi, Shu-ping; Phillips, Peter C. B.; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009259877
Cover Image
Specification sensitivity in right-tailed unit root testing for explosive behavior
Phillips, Peter C. B.; Shi, Shu-ping; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009412328
Cover Image
Testing for multiple bubbles : limit theory of real time detectors
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2013
Persistent link: https://www.econbiz.de/10010190205