Testing for rational bubbles in a coexplosive vector autoregression (Q5093185)
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scientific article; zbMATH DE number 7563334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for rational bubbles in a coexplosive vector autoregression |
scientific article; zbMATH DE number 7563334 |
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Testing for rational bubbles in a coexplosive vector autoregression (English)
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26 July 2022
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cointegration
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explosiveness and coexplosiveness
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likelihood ratio tests
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rational bubbles
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vector autoregression
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