Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?

DOI10.2202/1558-3708.1038zbMath1078.91531OpenAlexW1990436377MaRDI QIDQ3368220

Simon van Norden, Robert Vigfusson

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1038

zbMATH Keywords

multiple equilibriaregime switchingstock marketbubblescrash

Mathematics Subject Classification ID

Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24)

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