Testing for moderate explosiveness
Gangzheng Guo, Yixiao Sun and Shaoping Wang
| Year of publication: |
2019
|
|---|---|
| Authors: | Guo, Gangzheng ; Sun, Yixiao ; Wang, Shaoping |
| Subject: | heteroskedasticity and autocorrelation robust standard error | irrational exuber-ance | local to unity | moderate explosiveness | student’s t distribution | unit root | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test | Heteroskedastizität | Heteroscedasticity | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ectj.12120 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012166654