Detecting periods of exuberance : a look at the role of aggregation with an application to house prices
Efthymios Pavlidis, Enrique Martínez-García, Valerie Grossman
| Year of publication: |
2019
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|---|---|
| Authors: | Pavlidis, Efthymios ; Martínez-García, Enrique ; Grossman, Valerie |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 80.2019, p. 87-102
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| Subject: | Aggregation | Generalized sup ADF (GSADF) test | House prices | Mildly explosive time series | Right-tailed unit-root tests | Sup ADF (SADF) test | Immobilienpreis | Real estate price | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.07.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012199187