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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
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Testing for multiple bubbles
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009412282
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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
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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
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Financial bubble implosion and reverse regression
Phillips, Peter C. B.; Shi, Shu-Ping - In: Econometric theory 34 (2018) 4, pp. 705-753
Persistent link: https://www.econbiz.de/10011951424