Testing for a bubble with a stochastically varying explosive coefficient
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Cites work
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- Asymptotic behavior of delay times of bubble monitoring tests
- Asymptotic behaviour of tests for a unit root against an explosive alternative
- Asymptotic properties of bubble monitoring tests
- Coefficient constancy test in a random coefficient autoregressive model
- Estimating multiple breaks in nonstationary autoregressive models
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments
- Financial bubble implosion and reverse regression
- Hybrid stochastic local unit roots
- On the asymptotic behavior of bubble date estimators
- Random coefficient continuous systems: testing for extreme sample path behavior
- Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
- Stochastic local and moderate departures from a unit root and its application to unit root testing
- Testing a time series for difference stationarity
- Testing explosive bubbles with time-varying volatility
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process
- Testing for explosive bubbles: a review
- 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
- The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration
- UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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