Pages that link to "Item:Q4569582"

The following pages link to FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (Q4569582):

Displaying 20 items.

• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• Do 18th century `bubbles' survive the scrutiny of 21st century time series econometrics? (Q1787251) (← links)
• A time-varying parameter model for local explosions (Q2116324) (← links)
• Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
• Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
• Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
• Asymptotic Behavior of Delay Times of Bubble Monitoring Tests (Q4997700) (← links)
• UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
• SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
• Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
• Non identification of structural change in non stationary AR(1) models (Q5078895) (← links)
• Asymptotic theory for a stochastic unit root model (Q5079874) (← links)
• SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (Q5218427) (← links)
• Bubble detection and sector trading in real time (Q5234289) (← links)
• Asymptotic properties of bubble monitoring tests (Q5860992) (← links)
• In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
• BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)
• Bubble economics (Q6121888) (← links)
• Why topological data analysis detects financial bubbles? (Q6144157) (← links)
• Testing for explosive bubbles: a review (Q6160719) (← links)