Testing for collapsing bubbles : an endogenous switching ADF test
Stephen Hall and Martin Sola
| Year of publication: |
1993
|
|---|---|
| Authors: | Hall, Stephen G. ; Sola, Martin |
| Publisher: |
London |
| Subject: | Spekulationsblase | Bubbles | Statistischer Test | Statistical test | Schätzung | Estimation | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test |
| Extent: | 28 S graph. Darst |
|---|---|
| Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 15-93 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000142693