Testing for multiple bubbles : limit theory or real-time detectors
by Peter C. B. Phillips, Shuping Shi, and Jun Yu
| Year of publication: |
November 2015
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|---|---|
| Authors: | Phillips, Peter C. B. ; Shi, Shuping ; Yu, Jun |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 56.2015, 4, p. 1079-1134
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| Subject: | limit theory | Spekulationsblase | Bubbles | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011485301