Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes

DOI10.1080/07350015.2018.1513845MaRDI QIDQ6626319zbMATH OpenFDO

Authors M. Hashem Pesaran, Ida B. Johnsson

Publication date 28 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2018.1513845

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• Bubbles and Crashes
• Estimation of time-invariant effects in static panel data models
• Finite bubbles with short sale constraints and asymmetric information
• scientific article; zbMATH DE number 1735137 (Why is no real title available?)
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
• Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500

Cited in

(1)

• A new test for unit roots with a partial quadratic trend

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