Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test
| Year of publication: |
1999
|
|---|---|
| Authors: | Hall, S.G. ; Psaradakis, Z. ; Sola, M. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 14.1999, 2, p. 143-154
|