Robust testing for explosive behavior with strongly dependent errors
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Publication:6193068
DOI10.1016/J.JECONOM.2023.105626OpenAlexW4389355704MaRDI QIDQ6193068
Yiu Lim Lui, Peter C. B. Phillips, Jun Yu
Publication date: 13 February 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.105626
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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