Unit root tests for explosive financial bubbles in the presence of deterministic level shifts
David I. Harvey, Stephen J. Leybourne, Benjamin S. Tatlow, Yang Zu
| Year of publication: |
2025
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|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James ; Tatlow, Benjamin S. ; Zu, Yang |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 87.2025, 5, p. 880-898
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| Subject: | explosive autoregression | level shifts | right-tailed unit root testing | sign-based tests | Einheitswurzeltest | Unit root test | Spekulationsblase | Bubbles | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12668 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015470453