When bubbles burst: econometric tests based on structural breaks (Q379933): Difference between revisions

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+https://doi.org/10.1007/s00362-012-0497-3
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+W1985524401
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Monitoring Structural Change
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+Testing for a rational bubble under long memory
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Limit theory for moderate deviations from a unit root
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+Dating the timeline of financial bubbles during the subprime crisis
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+The Cusum Test with Ols Residuals
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