Testing for moderate explosiveness

DOI10.1111/ECTJ.12120MaRDI QIDQ5084331zbMATH OpenOpenAlexWikidataFDO

Authors Gangzheng Guo, Yixiao Sun, Shaoping Wang

Publication date 24 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/ectj.12120

zbMATH Keywords

unit rootlocal to unitystudent's \(t\) distributionheteroskedasticity and autocorrelation robust standard errorirrational exuberancemoderate explosiveness

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(2)

• Testing for explosive bubbles: a review
• On the limit theory of mixed to unity VARs: panel setting with weakly dependent errors

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