TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881): Difference between revisions

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+Bubbles and Crashes
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+Consistent autoregressive spectral estimates
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+On the Theory of Testing for Unit Roots in Observed Time Series
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+Monitoring Structural Change
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+Detecting Multiple Changes in Persistence
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+Limit theory for moderate deviations from a unit root
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+Testing for a unit root in time series regression
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+Asymptotics for linear processes
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+Dating the timeline of financial bubbles during the subprime crisis
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+TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&amp;P 500
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@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
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+Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
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+An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
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+.1111/IERE.12132
@@ Property / DOI: 10.1111/IERE.12132 / rank @@
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