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Inference in continuous systems with mildly explosive regressors
Chen, Ye; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 201 (2017) 2, pp. 400-416
Persistent link: https://www.econbiz.de/10011920532
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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
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Common bubble detection in large dimensional financial systems
Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - 2020
Persistent link: https://www.econbiz.de/10012320631