Testing for collapsing bubbles : an endogenous switching ADF test
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 |
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