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Robust testing for explosive behavior with strongly dependent errors

Yiu Lim Lui, Peter C. B. Phillips, Jun Yu
Year of publication:
2024
Authors: Lui, Yiu Lim ; Phillips, Peter C. B. ; Yu, Jun
Subject: Explosiveness | HAR test | Long memory | S&P 500 | Unit root test | Einheitswurzeltest | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Theorie | Theory
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