ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS
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Cites work
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- Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500
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Cited in
(12)- Inference in Linear Time Series Models with some Unit Roots
- Jackknife estimation with a unit root
- Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
- Robust inference with stochastic local unit root regressors in predictive regressions
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
- Testing for explosive bubbles: a review
- Robust testing for explosive behavior with strongly dependent errors
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- Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
- The unit-root revolution revisited: where do non-standard sampling distributions and related conundrums stem from?
- Speculative bubbles in the recent AI boom: Nasdaq and the Magnificent Seven
- Asymptotic properties of the estimators in mildly stable unit root process
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