When bubbles burst: econometric tests based on structural breaks
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Publication:379933
DOI10.1007/S00362-012-0497-3zbMATH Open1416.62655OpenAlexW1985524401MaRDI QIDQ379933FDOQ379933
Authors: Jörg Breitung, Robinson Kruse 
Publication date: 11 November 2013
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-012-0497-3
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Cites Work
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Monitoring Structural Change
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Limit theory for moderate deviations from a unit root
- The Cusum Test with Ols Residuals
- Dating the timeline of financial bubbles during the subprime crisis
- Testing for a rational bubble under long memory
Cited In (7)
- Testing for explosive bubbles: a review
- Are there speculative bubbles in stock markets? Evidence from an alternative approach
- The consistency for the estimator of nonparametric regression model based on martingale difference errors
- Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
- A simple test for a bubble based on growth and acceleration
- Regression discontinuity: review with extensions
- A simple procedure for detecting periodically collapsing rational bubbles
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