Detecting housing price bubbles using panel unit roots tests
| Year of publication: |
2019
|
|---|---|
| Authors: | Korkmaz, Özge |
| Published in: |
Selected topics in applied econometrics. - Berlin : Peter Lang, ISBN 978-3-631-79568-2. - 2019, p. 87-115
|
| Subject: | Panel CADF unit root test | Panel SURADF unit root test | PANKSS unit root test | Fourier KSS unit root test | KPSS stationarity test with sharp and smooth breaks | SADF unit root test | GSADF unit root test | Housing price bubbles | Turkey | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Panel | Panel study | Theorie | Theory | Spekulationsblase | Bubbles | Immobilienpreis | Real estate price | Schätzung | Estimation | Strukturbruch | Structural break |
-
Agiwal, Varun, (2020)
-
Chiang, Shu-hen, (2025)
-
Panel LM unit root tests with level and trend shifts
Lee, Junsoo, (2019)
- More ...
-
The relationship between renewable energy consumption and economic growth
Can, Hamit, (2019)
-
Turkish exports before and after the 2001 financial crisis : a panel gravity model
Karacan, Semih, (2022)
-
Korkmaz, Özge, (2022)
- More ...