Asymptotic properties of bubble monitoring tests
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Publication:5860992
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Cites work
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- scientific article; zbMATH DE number 957960 (Why is no real title available?)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
- Change‐point monitoring in linear models
- Dating the timeline of financial bubbles during the subprime crisis
- Delay time in sequential detection of change
- Delay times of sequential procedures for multiple time series regression models
- Financial bubble implosion and reverse regression
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
- Limit theory for moderate deviations from a unit root
- Monitoring Structural Change
- Monitoring changes in linear models
- Novel panel cointegration tests emending for cross-section dependence with \(N\) fixed
- Probability inequalities.
- Real-time monitoring for explosive financial bubbles
- Sample Splitting and Threshold Estimation
- Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500
- Testing for multiple bubbles: limit theory of real-time detectors
- Tests for an end-of-sample bubble in financial time series
- Uniform Limit Theory for Stationary Autoregression
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