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A new structural break test for panels with common factors

Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J. - In: The econometrics journal 23 (2020) 1, pp. 137-155

Persistent link: https://www.econbiz.de/10012167253

Testing for stationarity at high frequency

Jiang, Bibo; Lu, Ye; Park, Joon Y. - In: Journal of econometrics 215 (2020) 2, pp. 341-374

Persistent link: https://www.econbiz.de/10012439463

Testing for single bubble episode in the Nigerian stock market : an empirical investigation

Iliyasu, Jamilu; Saba, Ndayezhin D. - In: CBN journal of applied statistics 10 (2019) 1, pp. 29-49

This study evaluates a single bubble episode in the Nigerian Stock Exchange (NSE) by utilizing monthly data on nominal and real all-share index (ASI) from January 2010 to December 2017. Analysis of data based on Sup Augmented Dickey-Fuller (SADF) test for bubble detection suggests non-existence...

Persistent link: https://www.econbiz.de/10012178349